TOCSY - Toolboxes for Complex Systems: SOWAS – Wavelet Spectral and Coherence Analysis. A package for time and scale resolved wavelet spectral and wavelet coherence (wavelet coherency) analysis by means of continuous wavelet transformation for R.
Keywords for this software
References in zbMATH (referenced in 5 articles )
Showing results 1 to 5 of 5.
- Polanco-Martínez, Josué M.: Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (2019)
- Gallegati, Marco; Delli Gatti, Domenico: Macrofinancial imbalances in historical perspective: a global crisis index (2018)
- Gülerce, Mustafa; Ünal, Gazanfer: Using wavelet analysis to uncover the co-movement behavior of multiple energy commodity prices (2016)
- Narasimha, Roddam; Bhattacharyya, Subarna: A wavelet cross-spectral analysis of solar-ENSO-rainfall connections in the Indian monsoons (2010)
- Prokoph, Andreas; El Bilali, Hafida: Cross-wavelet analysis: a tool for detection of relationships between paleoclimate proxy records (2008)