vectorwavelet (version 0.1.0)
Vector Wavelet Coherence for Multiple Time Series
Description
New wavelet methodology (vector wavelet coherence) (Oygur, T., Unal, G, 2020 )
to handle dynamic co-movements of multivariate time series via extending multiple and quadruple wavelet coherence methodologies.
This package can be used to perform multiple wavelet coherence, quadruple wavelet coherence, and n-dimensional vector wavelet coherence analyses.