CRAN

multiwave 1.4

Estimation of Multivariate Long-Memory Models Parameters

Released May 6, 2019 by Sophie Achard

Computation of an estimation of the long-memory parameters and the long-run covariance matrix using a multivariate model (Lobato (1999) ; Shimotsu (2007) ). Two semi-parametric methods are implemented: a Fourier based approach (Shimotsu (2007) ) and a wavelet based approach (Achard and Gannaz (2016) ).

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>multiwave</artifactId>
    <version>1.4-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:multiwave')

Test Results

This package was last tested against Renjin 0.9.2726 on May 7, 2019.

• DWTexact-examples
• K_eval-examples
• brainHCP-examples
• compute_nj-examples
• fivarma-examples
• mfw-examples
• mfw_cov_eval-examples
• mfw_eval-examples
• multiwave-package-examples
• mww-examples
• mww_cov_eval-examples
• mww_eval-examples
• mww_wav-examples
• mww_wav_cov_eval-examples
• mww_wav_eval-examples
• psi_hat_exact-examples
• scaling_filter-examples
• scaling_function-examples
• toeplitz_nonsym-examples
• varma-examples
• vfracdiff-examples

Source

View GitHub Mirror

Release History

• 1.4
• 1.2
• 1.1
• 1.0