Title: Multivariate Locally Stationary Wavelet Analysis
Description: Tools for analysing multivariate time series with wavelets. This includes: simulation of a multivariate locally stationary wavelet (mvLSW) process from a multivatriate evolutionary wavelet spectrum (mvEWS); estimation of the mvEWS, local coherence and local partial coherence; and, estimation of the asymptotic variance for mvEWS elements. See Park, Eckley and Ombao (2014) <doi:10.1109/TSP.2014.2343937> for details.

Title: Multivariate, Locally Stationary Wavelet Process Estimation
Description: Tools for analysing multivariate time series with wavelets. This includes: simulation of a multivariate locally stationary wavelet (mvLSW) process from a multivariate evolutionary wavelet spectrum (mvEWS); estimation of the mvEWS, local coherence and local partial coherence; and, estimation of the asymptotic variance for mvEWS elements. See Park, Eckley and Ombao (2014) <doi:10.1109/TSP.2014.2343937> for details.
Depends: R (>= 3.2), fields, wavethresh, xts, zoo

Description: Tools for analysing multivariate time series with wavelets. This includes: simulation of a multivariate locally stationary wavelet (mvLSW) process from a multivariate evolutionary wavelet spectrum (mvEWS); estimation of the mvEWS, local coherence and local partial coherence. See Park, Eckley and Ombao (2014) <doi:10.1109/TSP.2014.2343937> for details.

Depends: R (>= 3.2),fields, wavethresh, xts, zoo

Depends: R (>= 3.2),fields, wavethresh, xts, zoo,methods

Title: Imputation Methods for Multivariate Locally Stationary Time
Authors@R: c(person("Rebecca", "Wilson", role = "aut"), person("Matt", "Nunes", role=c("aut","cre"), email="nunesrpackages@gmail.com"), person("Idris", "Eckley", role=c("ctb","ths")), person("Tim","Park", role="ctb"))
Description: Implementation of imputation techniques based on locally stationary wavelet time series forecasting methods from Wilson, R. E. et al. (2021) <doi:10.1007/s11222-021-09998-2>.
Imports: binhf, xts, zoo, imputeTS, utils