README.Rmd

---
output:
  md_document:
    variant: markdown_github
---
<!-- README.md is generated from README.Rmd. Please edit that file -->
```{r Setup, include=FALSE}
library(vectorwavelet)

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

set.seed(2020)
```

# vectorwavelet R package

[![Support badge]( https://img.shields.io/badge/support-vectorwavelet-green.svg)](http://stackoverflow.com/questions/tagged/vectorwavelet)


## Download and Install

To download the development version of the package, type the following at the R command line:
```{r Install latest, eval=FALSE}
install.packages("devtools")
devtools::install_github("toygur/vectorwavelet")
```

## About vectorwavelet

The vectorwavelet R package was created for n-dimension wavelet coherence analysis for multivariate time series. Biwavelet R package was used for univariate and bivariate analysis and components.

Besides, multiple wavelet coherence (mwc) in the package is the R transformation of Matlab codes created by Ng, Eric KW, and Chan.

Quadruple (qmwc) and n-dimensional vector wavelet coherence (vwc) are used for multidimensional wavelet analysis with a vectorwavelet package.


## How to cite

```{r Cite me}
citation("vectorwavelet")
```


## References

<a id="Oygur2020"/>
T. Oygur, G. Unal. 2020.
**Vector wavelet coherence for multiple time series.**.
Int. J. Dynam. Control.

<a id="Oygur2017"/>
T. Oygur, G. Unal. 2017.
**The large fluctuations of the stock return and financial crises evidence from Turkey: using wavelet coherency and VARMA modeling to forecast stock return.**.
Fluctuation and Noise Letters 16/02

<a id="biwavelet"/>
T.C. Gouhier, A. Grinstead and V. Simko. 2016. 
**biwavelet: Conduct univariate and bivariate wavelet analyses**.
Available from github.com/tgouhier/biwavelet.


<a id="Eric2012"/>
Ng, Eric KW and Chan, Johnny CL. 2012.
**Geophysical applications of partial wavelet coherence and multiple wavelet coherence.**.
Journal of Atmospheric and Oceanic Technology 29-12:1845--1853.

<a id="Grinsted2004"/>
Grinsted, A., J. C. Moore, and S. Jevrejeva. 2004.
**Application of the cross wavelet transform and wavelet coherence to geophysical time series**.
Nonlinear Processes in Geophysics 11:561–566.

<a id="TorrenceCompo1998"/>
Torrence, C., and G. P. Compo. 1998.
**A practical guide to wavelet analysis**.
Bulletin of the American Meteorological Society 79:61–78.

<a id="TorrenceWebster1998"/>
Torrence, C., and P. J. Webster. 1998.
**The annual cycle of persistence in the El Niño/Southern Oscillation**.
Quarterly Journal of the Royal Meteorological Society 124:1985–2004.