wqc

cranv0.1.2

Wavelet 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=wqc
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First published · 2025-06-18 08:57:56

Last updated · 2025-06-18T07:40:02+00:00