To download the development version of the package, type the following at the R command line:
install.packages("devtools")
devtools::install_github("toygur/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.
citation("vectorwavelet")
#>
#> To cite package 'vectorwavelet' in publications use:
#>
#> Tunc Oygur and Gazanfer Unal (2020). vectorwavelet: Vector wavelet
#> coherence for multiple time series. R package version 0.1.0.
#> https://github.com/toygur/vectorwavelet
#>
#> A BibTeX entry for LaTeX users is
#>
#> @Manual{,
#> title = {vectorwavelet: Vector wavelet coherence for multiple time series},
#> author = {Tunc Oygur and Gazanfer Unal},
#> year = {2020},
#> note = {R package version 0.1.0},
#> url = {https://github.com/toygur/vectorwavelet},
#> }
#>
#> ATTENTION: This citation information has been auto-generated from the
#> package DESCRIPTION file and may need manual editing, see
#> 'help("citation")'.T. Oygur, G. Unal. 2020. Vector wavelet coherence for multiple time series.. Int. J. Dynam. Control.