wave_cov

Version 1.0.0.0 (37.5 KB) by B.J. Whitcher
A series of files that perform univariate and bivariate wavelet analysis of discrete time series.
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Updated 1 Jun 1999

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A series of .c and .m files which allow one to perform univariate and bivariate wavelet analysis of discrete time series. Noother wavelet package is necessary -- everything is contained in this archive. The C-code computes the DWT and maximal overlap DWT. MATLAB routines are then used to compute such quantities as the wavelet variance, covariance, correlation, cross-covariance and cross-correlation. Approximate confidence intervals are available for all quantities except the cross-covariance and cross-correlation.

A set of commands is provided. For a description of this example, please see http://www.eurandom.tue.nl/whitcher/software/.

Cite As

B.J. Whitcher (2024). wave_cov (https://www.mathworks.com/matlabcentral/fileexchange/77-wave_cov), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R10
Compatible with any release
Platform Compatibility
Windows macOS Linux
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wave_cov/

Version Published Release Notes
1.0.0.0