Multivariate, Locally Stationary Wavelet Process Estimation

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Documentation for package ‘mvLSW’ version 1.1

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as.mvLSW Multivariate Locally Stationary Wavelet Object
Asymp_Quantile Evaluate the asymptotic quantile of a mvEWS estimate
Autocorrelation Wavelet Autocorrelation Functions
AutoCorrIP Wavelet Autocorrelation Functions
coherence Wavelet Coherence
is.mvLSW Multivariate Locally Stationary Wavelet Object
mvEWS Multivariate Evolutionary Wavelet Spectrum
mvLSW Multivaraite, Locally Stationary Wavelet Process Estimation
plot.mvLSW Plot mvLSW Object
print.mvLSW Print a summary of mvLSW Object
rmvLSW Sample a Multivariate Locally Stationary Wavelet Process
simulate.mvLSW Sample a Multivariate Locally Stationary Wavelet Process
Spectrum2Transfer Convert between EWS and Transfer function matrices
summary.mvLSW Print a summary of mvLSW Object
varEWS Asymptotic Variance of the Multivaraite Evolutionary Wavelet Spectrum