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W2CWM2C (version 1.0)

The W2CWM2C package is a set of functions to produce new graphical tools for wavelet correlation (bivariate and multivariate cases) using some routines from the waveslim and wavemulcor packages

Description

The W2CWM2C package is a set of routines that improves the graphical presentations of the functions 'wave.correlation' and 'spin.correlation' (wavelet cross correlation) (Waveslim package, Whitcher 2012) and the 'wave.multiple.correlation' and 'wave.multiple.cross.correlation' (Wavemulcor package, Fernandez-Macho 2012)

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Version

Install

install.packages('W2CWM2C')

Monthly Downloads

163

Version

1.0

License

GPL (>= 2)

Maintainer

Josue M PolancoMartinez

Last Published

November 24th, 2012

Functions in W2CWM2C (1.0)

dataexample

Stock market indexes (daily closing prices).
W2CWM2C-package

The W2CWM2C package is a set of functions that improves the graphical presentations of the functions 'wave.correlation' and 'spin.correlation' (wavelet cross correlation) (Waveslim package) and the 'wave.multiple.correlation' and 'wave.multiple.cross.correlation' (Wavemulcor package).
WMC

Wavelet multiple correlation (multivariate case).
WMCC

Wavelet Multiple cross-correlation (multivariate case).
WCC

Wavelet cross-correlation (bivariate case).
WC

Wavelet correlation (bivariate case) pairwise comparisons.