Package: mvLSW
Type: Package
Title: Multivariate Locally Stationary Wavelet Analysis
Description: Tools for analysing multivariate time series with wavelets. This includes: simulation of a multivariate locally stationary wavelet (mvLSW) process from a multivatriate evolutionary wavelet spectrum (mvEWS); estimation of the mvEWS, local coherence and local partial coherence; and, estimation of the asymptotic variance for mvEWS elements. See Park, Eckley and Ombao (2014) <doi:10.1109/TSP.2014.2343937> for details.
Version: 1.0
License: GPL (>= 3)
Authors@R: c(
	person("Simon","Taylor", role=c("aut","cre"), email="s.taylor2@lancaster.ac.uk"),
	person("Tim","Park",role="aut",email="t.park@lancaster.ac.uk"),
	person("Idris","Eckley",role="ths",email="i.eckley@lancaster.ac.uk"),
	person("Rebecca","Killick",role="ctb"))
Maintainer: Simon Taylor <s.taylor2@lancaster.ac.uk>
Depends: R (>= 3.2), fields, wavethresh
Date: 2016-12-21
NeedsCompilation: yes
Packaged: 2016-12-23 14:14:39 UTC; taylors2
Author: Simon Taylor [aut, cre],
  Tim Park [aut],
  Idris Eckley [ths],
  Rebecca Killick [ctb]
Repository: CRAN
Date/Publication: 2016-12-23 18:01:50
