WaveletComp 1.1: A guided tour through the R package
@inproceedings{Rsch2018WaveletComp1A,
title={WaveletComp 1.1: A guided tour through the R package},
author={Angi R{\"o}sch and Harald Schmidbauer},
year={2018}
}WaveletComp is an R package for continuous wavelet-based analysis of univariate and bivariate time series. Wavelet functions are implemented in WaveletComp such that a wide range of intermediate and final results are easily accessible. The null hypothesis that there is no (joint) periodicity in the series is tested via p-values obtained from simulation, where the model to be simulated can be chosen from a wide variety of options. The reconstruction, and thus filtering, of a given series from…
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