Wavecov : an S-Plus software package for the analysis of univariate and bivariate time series using wavelets
Brandon J. Whitcher · 1999
We introduce a suite of S-Plus functions and C code in order to perform a wavelet analysis of covariance and correlation between two time series. The necessary functions are described and used to analyze the recorded height of ocean waves measured by two different instruments in Cape Henry near Virginia Beach, Virginia. The bivariate spectral analysis of Percival (1994) is also provided in order to compare and contrast the wavelet methodology with classical Fourier techniques.