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 |