CRAN

mvLSW 1.2.2

Multivariate, Locally Stationary Wavelet Process Estimation

Released Oct 24, 2018 by Simon Taylor

This package can be loaded by Renjin but 8 out 11 tests failed.

Dependencies

fields 9.6 wavethresh 4.6.8 xts 0.11-0 zoo 1.8-3

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) for details.

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>mvLSW</artifactId>
    <version>1.2.2-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>

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Renjin CLI

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

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

Test Results

This package was last tested against Renjin 0.9.2700 on Oct 26, 2018.

Source

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Release History