Package: RolWinWavCor 0.4.0
RolWinWavCor: Estimate Rolling Window Wavelet Correlation Between Two Time Series
Estimates and plots as a heat map the rolling window wavelet correlation (RWWC) coefficients statistically significant (within the 95% CI) between two regular (evenly spaced) time series. 'RolWinWavCor' also plots at the same graphic the time series under study. The 'RolWinWavCor' was designed for financial time series, but this software can be used with other kinds of data (e.g., climatic, ecological, geological, etc). The functions contained in 'RolWinWavCor' are highly flexible since these contains some parameters to personalize the time series under analysis and the heat maps of the rolling window wavelet correlation coefficients. Moreover, we have also included a data set (named EU_stock_markets) that contains nine European stock market indices to exemplify the use of the functions contained in 'RolWinWavCor'. Methods derived from Polanco-Martínez et al (2018) <doi:10.1016/j.physa.2017.08.065>).
Authors:
RolWinWavCor_0.4.0.tar.gz
RolWinWavCor_0.4.0.zip(r-4.5)RolWinWavCor_0.4.0.zip(r-4.4)RolWinWavCor_0.4.0.zip(r-4.3)
RolWinWavCor_0.4.0.tgz(r-4.4-any)RolWinWavCor_0.4.0.tgz(r-4.3-any)
RolWinWavCor_0.4.0.tar.gz(r-4.5-noble)RolWinWavCor_0.4.0.tar.gz(r-4.4-noble)
RolWinWavCor_0.4.0.tgz(r-4.4-emscripten)RolWinWavCor_0.4.0.tgz(r-4.3-emscripten)
RolWinWavCor.pdf |RolWinWavCor.html✨
RolWinWavCor/json (API)
| # Install 'RolWinWavCor' in R: |
| install.packages('RolWinWavCor', repos = c('https://jomopo.r-universe.dev', 'https://cloud.r-project.org')) |
- EU_stock_markets - Financial data set to exemplify the use of the functions contained in 'RolWinWavCor'
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 years agofrom:2a6afd62fb. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 27 2024 |
| R-4.5-win | OK | Oct 27 2024 |
| R-4.5-linux | OK | Oct 27 2024 |
| R-4.4-win | OK | Oct 27 2024 |
| R-4.4-mac | OK | Oct 27 2024 |
| R-4.3-win | OK | Oct 27 2024 |
| R-4.3-mac | OK | Oct 27 2024 |
Exports:estim_RWWCplot_estim_RWWC
Dependencies:multitaperwaveslim
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Estimate rolling window wavelet correlation between two time series | RolWinWavCor-package RolWinWavCor |
| Estimate rolling window wavelet correlation coefficients | estimation_RWWC estim_RWWC |
| Financial data set to exemplify the use of the functions contained in 'RolWinWavCor' | EU_stock_markets |
| Plot the rolling window wavelet correlation coefficients | plot_estim_RWWC plt_estimation_RWWC |
