Package <i>Wavemulcor</i>: Wavelet Multiple Regression and Correlation in R

Abstract

The R wavemulcor package provides routines for the implementation of wavelet multiple regression and correlation methods. Its main functionality is the estimation of single sets of global wavelet multiple correlations, cross-correlations, and wavelet local multiple correlations over time from a multivariate time series.

Identifiers

DOI

10.1109/mcse.2018.2875320

Citations and references