R: Estimation of Multivariate Long-Memory Models Parameters

# Estimation of Multivariate Long-Memory Models Parameters

## Documentation for package ‘multiwave’ version 2.0

- DESCRIPTION file

## Help Pages

multiwave-package | Estimation of multivariate long-memory models parameters: memory parameters and long-run covariance matrix (also called fractal connectivity).
brainHCP | Time series obtained by an fMRI experiment on the brain
compute_nj | Wavelets coefficients utilities
convmtx | Convolution matrix
DWTcomplex | Exact discrete wavelet decomposition with common-factor wavelets
DWTexact | Exact discrete wavelet decomposition
fivarma | simulation of FIVARMA process
hwlet | Common-Factor wavelet filter coefficients
K_eval | Evaluation of function K
leja | Evaluation of the roots for spectral factorization
mcw | Multivariate complex (or real) wavelet Whittle estimation
mcw_wav | Multivariate complex (or real) wavelet Whittle estimation for data as wavelet coefficients
mcw_wav_cov_eval | Multivariate complex (or real) wavelet Whittle estimation of the long-run covariance matrix
mcw_wav_eval | Multivariate real wavelet Whittle estimation for data as wavelet coefficients
mfw | multivariate Fourier Whittle estimators
mfw_cov_eval | multivariate Fourier Whittle estimators
mfw_eval | evaluation of multivariate Fourier Whittle estimator
multiwave | Estimation of multivariate long-memory models parameters: memory parameters and long-run covariance matrix (also called fractal connectivity).
mww | Multivariate real wavelet Whittle estimation
mww_cov_eval | Multivariate real wavelet Whittle estimation of the long-run covariance matrix
mww_eval | Evaluation of multivariate real wavelet Whittle estimation
mww_wav | Multivariate real wavelet Whittle estimation for data as wavelet coefficients
mww_wav_cov_eval | Multivariate real wavelet Whittle estimation of the long-run covariance matrix
mww_wav_eval | Multivariate real wavelet Whittle estimation for data as wavelet coefficients
psi_hat_exact | Discrete Fourier transform of a real wavelet
psi_hat_exact_complex | Discrete Fourier transform of a complex Common-Factor wavelet
scaling_filter | wavelet scaling filter coefficients
scaling_function | scaling function and the wavelet function
seprts | Evaluation of the roots for spectral factorization
sfact | Spectral factorization of a polynomial.
toeplitz_nonsym | Transform a vector in a non symmetric Toeplitz matrix
varma | simulation of multivariate ARMA process
vfracdiff | simulation of vector fractional differencing process