This is a port of the WTC MATLAB package written by Aslak Grinsted and the wavelet program written by Christopher Torrence and Gibert P. Compo. This package can be used to perform univariate and bivariate (cross-wavelet, wavelet coherence, wavelet clustering) analyses.

Conduct Univariate and Bivariate Wavelet Analyses
This is a port of the WTC MATLAB package written by Aslak Grinsted
and the wavelet program written by Christopher Torrence and Gibert P.
Compo. This package can be used to perform univariate and bivariate
(cross-wavelet, wavelet coherence, wavelet clustering) analyses.

Tarik C. Gouhier, Aslak Grinsted, Viliam Simko

testthat, knitr, rmarkdown, devtools, profvis, microbenchmark

Compute the Biweight Mean Vector and Covariance & Correlation
Matrice
Compute multivariate location, scale, and correlation
estimates based on Tukey's biweight M-estimator.

Functions to compute the biweight mean vector and covariance &
correlation matrices

Functions to handle business days calculations
bizdays is a small set of functions to help with calculations
which make use of business days. It works based on a list of holidays
which is passed as an argument. Its interface is simple and flexible
operating on vector of dates.
bizdays can be fairly used for fixed income calculations.
Many countries make intense use of business days to price
financial instruments, like bonds and derivatives.

Business Days Calculations and Utilities
Business days calculations based on a list of holidays and
nonworking weekdays. Quite useful for fixed income and derivatives pricing.

'R-bizdays-package.r' 'datasets.R' 'calendar.R'
'adjust.date.R' 'bizdays.options.R' 'bizseq.R' 'is.bizday.R'
'offset.R' 'bizdays.R' 'create-calendars.R'

RQuantLib, timeDate, knitr, testthat, covr, rmarkdown
'R-bizdays-package.r' 'calendar.R' 'adjust.date.R'
'bizdays.options.R' 'bizseq.R' 'is.bizday.R' 'offset.R'
'bizdiff.R' 'bizdays.R' 'create-calendars.R'
'calendar-export.R' 'getdate.R' 'getbizdays.R'
'load-buildin-calendars.R' 'zzz.R'