Package: multiwave
Version: 2.0
Date: 2026-03-20
Title: Estimation of Multivariate Long-Memory Models Parameters
Authors@R: c(person("Sophie", "Achard", role=c("aut"), email="sophie.achard@univ-grenoble-alpes.fr"),person("Irene","Gannaz", role=c("aut","cre"), email="irene.gannaz@grenoble-inp.fr"))
Maintainer: Irene Gannaz <irene.gannaz@grenoble-inp.fr>
Depends: signal, R (>= 3.5)
Description: Computation of an estimation of the long-memory parameters and
     the long-run covariance matrix using a multivariate model
	 (Lobato (1999) <doi:10.1016/S0304-4076(98)00038-4>; Shimotsu (2007) <doi:10.1016/j.jeconom.2006.01.003>). Two semi-parametric methods are
	 implemented: a Fourier based approach (Shimotsu (2007) <doi:10.1016/j.jeconom.2006.01.003>) and a wavelet based
	 approach (Achard and Gannaz (2016) <doi:10.1111/jtsa.12170>; Achard and Gannaz (2024) <doi:10.1111/jtsa.12719>). Real and complex wavelets are implemented.
License: GPL (>= 2)
LazyData: true
NeedsCompilation: no
Author: Sophie Achard [aut],
  Irene Gannaz [aut, cre]
Repository: CRAN
Packaged: 2026-03-24 10:11:57 UTC; gannazi
Date/Publication: 2026-03-30 11:00:02 UTC
Built: R 4.6.0; ; 2026-04-25 20:39:35 UTC; unix
