Multivariate Locally Stationary Wavelet Analysis with the mvLSW R Package
This paper describes the R package mvLSW. The package contains a suite of tools for the analysis of multivariate locally stationary wavelet (LSW) time series. Key elements include: (i) the simulation of multivariate LSW time series for a given multivariate evolutionary wavelet spectrum (EWS); (ii) e...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2019-08-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/2967 |