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

Javier Fernández-MachoUniversity of the Basque Country (UPV/EHU)
2018en
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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.

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