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Wavelet analysis and reconstruction of time series, cross-wavelets and phase-difference (with filtering options), significance with simulation algorithms.
WaveletComp: Computational Wavelet Analysis
Wavelet analysis and reconstruction of time series, cross-wavelets and phase-difference (with filtering options), significance with simulation algorithms.
CRAN: https://cran.r-project.org/package=WaveletComp
PDF: http://www.hs-stat.com/projects/WaveletComp/WaveletComp_guided_tour.pdf
Slides: http://www.hs-stat.com/projects/WaveletComp/WaveletComp_slides_FOM_2014-11-29.pdf
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