wqc
cranv0.1.2Wavelet Quantile Correlation Analysis. Estimate and plot wavelet quantile correlations(Kumar and Padakandla,2022) between two time series. Wavelet quantile correlation is used to capture the dependency between two time series across quantiles and different frequencies. This method is useful in identifying potential hedges and safe-haven
License GPL-3strong copyleft0 versions1 maintainers6 deps68 weekly dl
https://CRAN.R-project.org/package=wqc37
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curl https://depscope.dev/api/check/cran/wqcFirst published · 2025-06-18 08:57:56
Last updated · 2025-06-18T07:40:02+00:00