Wavelet Routines for Global and Local Multiple Correlation

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Documentation for package ‘wavemulcor’ version 2.2.1

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lmc Routine for local multiple correlation
local.multiple.correlation Routine for local multiple correlation
wave.local.multiple.correlation Wavelet routine for local multiple correlation
wave.multiple.correlation Wavelet routine for multiple correlation
wave.multiple.cross.correlation Wavelet routine for multiple cross-correlation
wlmc Wavelet routine for local multiple correlation
wmc Wavelet routine for multiple correlation
wmcc Wavelet routine for multiple cross-correlation
xrand Correlation structural breaks data
xrand1 Correlation structural breaks variable 1
xrand2 Correlation structural breaks variable 2