wv
From MaRDI portal
Software:64003
Wavelet Variance
Justin Lee, James Balamuta, Stéphane Guerrier, Yuming Zhang, Roberto Molinari, Mucyo Karemera
Last update: 31 August 2023
Copyright license: GNU Affero General Public License, version 3.0
Software version identifier: 0.1.1, 0.1.0, 0.1.2
Provides a series of tools to compute and plot quantities related to classical and robust wavelet variance for time series and regular lattices. More details can be found, for example, in Serroukh, A., Walden, A.T., & Percival, D.B. (2000) <doi:10.2307/2669537> and Guerrier, S. & Molinari, R. (2016) <arXiv:1607.05858>.
Related Items (1)
This page was built for software: wv
