Estimate Rolling Window Wavelet Correlation Between Two Time Series


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Documentation for package ‘RolWinWavCor’ version 0.4.0

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RolWinWavCor-package Estimate rolling window wavelet correlation between two time series
estimation_RWWC Estimate rolling window wavelet correlation coefficients
estim_RWWC Estimate rolling window wavelet correlation coefficients
EU_stock_markets Financial data set to exemplify the use of the functions contained in 'RolWinWavCor'
plot_estim_RWWC Plot the rolling window wavelet correlation coefficients
plt_estimation_RWWC Plot the rolling window wavelet correlation coefficients
RolWinWavCor Estimate rolling window wavelet correlation between two time series