Wavelet Variance

Provides a series of tools to compute and plot quantities related to classical and robust wavelet variance for time series and regular lattices. More details can be found, for example, in Serroukh, A., Walden, A.T., & Percival, D.B. (2000) and Guerrier, S. & Molinari, R. (2016) .


Reference manual

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0.1.1 by St├ęphane Guerrier, 2 years ago


Report a bug at https://github.com/SMAC-Group/wv/issues

Browse source code at https://github.com/cran/wv

Authors: St├ęphane Guerrier [aut, cre] , James Balamuta [aut] , Justin Lee [aut] , Roberto Molinari [aut] , Yuming Zhang [aut] , Nathanael Claussen [ctb] , Haotian Xu [ctb] , Lionel Voirol [ctb]

Documentation:   PDF Manual  

AGPL-3 license

Imports Rcpp, simts, utils, grDevices, coda, methods, graphics, stats

Suggests knitr, rmarkdown

Linking to Rcpp, RcppArmadillo

See at CRAN