| Name : R-RolWinWavCor
| |
| Version : 0.4.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.2
| Date : 2024-06-14 11:25:28
|
| Group : Development/Libraries/Other
| Source RPM : R-RolWinWavCor-0.4.0-lp153.2.2.src.rpm
|
| Size : 0.10 MB
| |
| Packager : (none)
| |
| Summary : Estimate Rolling Window Wavelet Correlation Between Two Time Series
|
Description :
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-MartÃnez et al (2018)
< doi:10.1016/j.physa.2017.08.065>).
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
