Package: mvLSW
Type: Package
Title: Multivariate, Locally Stationary Wavelet Process Estimation
Version: 1.2.2
Date: 2018-10-23
Authors@R: c(
	person("Simon","Taylor", role=c("aut","cre"), email="s.taylor2@lancaster.ac.uk"),
	person("Tim","Park",role="aut",email="t.park@lancaster.ac.uk"),
	person("Idris","Eckley",role="ths",email="i.eckley@lancaster.ac.uk"),
	person("Rebecca","Killick",role="ctb"))
Maintainer: Simon Taylor <s.taylor2@lancaster.ac.uk>
Description: Tools for analysing multivariate time series with wavelets. This includes: simulation of a multivariate locally stationary wavelet (mvLSW) process from a multivariate evolutionary wavelet spectrum (mvEWS); estimation of the mvEWS, local coherence and local partial coherence. See Park, Eckley and Ombao (2014) <doi:10.1109/TSP.2014.2343937> for details.
Depends: R (>= 3.2), fields, wavethresh, xts, zoo
License: GPL (>= 3)
Author: Simon Taylor [aut, cre],
  Tim Park [aut],
  Idris Eckley [ths],
  Rebecca Killick [ctb]
NeedsCompilation: yes
Packaged: 2018-10-23 16:40:46 UTC; taylors2
Repository: CRAN
Date/Publication: 2018-10-24 10:20:03 UTC
