Logarithms of the prices of a contract of Japanese yen.

datasets

Rwave is a library of R functions which provide an
  environment for the Time-Frequency analysis of 1-D signals (and
  especially for the wavelet and Gabor transforms of noisy signals). 
  It was originally written for Splus by Rene Carmona, Bruno Torresani,
  and Wen L. Hwang, first at the University of California at Irvine and 
  then at Princeton University. Credit should also be given to Andrea 
  Wang whose functions on the dyadic wavelet transform are included.  
  Rwave is based on the book:
  "PRACTICAL TIME-FREQUENCY ANALYSIS: Gabor and Wavelet Transforms with
  an Implementation in S", by Rene Carmona, Wen L. Hwang and Bruno 
  Torresani, Academic Press (1998).

Brandon Whitcher

Rwave

Time-Frequency analysis of 1-D signals

YN function

format

See discussions in the text of ``Practical Time-Frequency Analysis''.

YN: Logarithms of the Prices of Japanese Yen

Description

Usage

Arguments

format

source

References