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biwavelet (version 0.20.21)

Conduct Univariate and Bivariate Wavelet Analyses

Description

This is a port of the WTC MATLAB package written by Aslak Grinsted and the wavelet program written by Christopher Torrence and Gibert P. Compo. This package can be used to perform univariate and bivariate (cross-wavelet, wavelet coherence, wavelet clustering) analyses.

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Install

install.packages('biwavelet')

Monthly Downloads

1,001

Version

0.20.21

License

GPL (>= 2)

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Repository

https://github.com/tgouhier/biwavelet

Maintainer

Tarik Gouhier

Last Published

May 26th, 2021

Functions in biwavelet (0.20.21)

Compute partial wavelet coherence

Plot phases with arrows

Plot biwavelet objects

Multivariate ENSO (MEI), NPGO, and PDO indices

Helper method (not exported)

Helper function (not exported)

Determine significance of wavelet transform

rcpp_row_quantile

Row-wise quantile of a matrix

Determine significance of wavelet coherence

Compute wavelet coherence

Compute dissimilarity between multiple wavelet spectra

Compute dissimilarity between two wavelet spectra

rcpp_wt_bases_paul

Optimized "wt.bases.paul" function.

Compute wavelet transform

Smooth wavelet in both the time and scale domains

biwavelet-package

Conduct Univariate and Bivariate Wavelet Analyses

Compute wavelet

rcpp_wt_bases_dog

Optimized "wt.bases.dog" function.

Helper method (not exported)

rcpp_wt_bases_morlet

Optimized "wt.bases.morlet" function.

wt.bases.morlet

Helper method (not exported)

wtc_sig_parallel

Parallel wtc.sig

Compute cross-wavelet

Slightly faster arima.sim implementation which assumes AR(1) and ma=0.

Supported mother wavelets

This is an alternative helper function that plots arrows. It uses text() to print a character using a default font. This way, it is possible to render different types of arrows.

Fast column-wise convolution of a matrix

Power spectrum of a random red noise process

Helper function for phase.plot (not exported)

convolve2D_typeopen

Speed-optimized version of convolve2D

Check the format of time series

Helper function