Complex-Valued Wavelet Lifting for Univariate and Bivariate Time Series Analysis


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Documentation for package ‘CNLTtsa’ version 0.1-2

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CNLTtsa-package Complex-Valued Wavelet Lifting for Univariate and Bivariate Time Series Analysis
Baidu End of second returns for Google from 1st March 2011
cnlt.biv Performs 'nondecimated' complex-valued wavelet lifting for bivariate time series analysis
cnlt.spec A function to compute CNLT spectral quantities for univariate and bivariate series
cnlt.spec.DG A function to compute CNLT spectral quantities for univariate and bivariate series
cnlt.spec.SG A function to compute CNLT spectral quantities for univariate and bivariate series
cnlt.univ Performs 'nondecimated' complex-valued wavelet lifting for univariate time series analysis
cnltspec.plot A function to plot CNLT spectral quantities of interest
CNLTtsa Complex-Valued Wavelet Lifting for Univariate and Bivariate Time Series Analysis
Google End of second returns for Google from 1st March 2011
pre.per Functions to form periodogram objects with a common time and scale bins for bivariate series with different sampling grids for each component
pre.per.comb Functions to form periodogram objects with a common time and scale bins for bivariate series with different sampling grids for each component
pre.per.sample Functions to form periodogram objects with a common time and scale bins for bivariate series with different sampling grids for each component
smooth.over.scale Function to perform smoothing over scale of spectral quantities
smooth.over.time Function to perform smoothing over time of spectral quantities