Multivariate, Locally Stationary Wavelet Process Estimation

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Documentation for package ‘mvLSW’ version 1.2.5

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

ApxCI	Evaluate the Approximate Confidence Interval of a mvEWS Estimate
as.mvLSW	Multivariate Locally Stationary Wavelet Object
AutoCorrIP	Wavelet Autocorrelation Inner Product Functions
coherence	Local Wavelet Coherence and Partial Coherence
is.mvLSW	Multivariate Locally Stationary Wavelet Object
mvEWS	Multivariate Evolutionary Wavelet Spectrum
mvLSW	Multivariate, 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 mvEWS and Transfer Function Matrices
summary.mvLSW	Print a Summary of mvLSW Object
varEWS	Asymptotic Variance of the mvEWS Estimate