A series of. C and. M files which allow one to perform univariate and bivariate wavelet analysis of discrete time series. Noother wavelet package is necessary- everything is contained in this archive. The C-code computes the DWT and maximal overlap DWT. MATLAB routines are then used to compute such quantities as the wavelet variance, covariance, correlation, cross-covariance and cross-correlation. Approximate confidence intervals are available for all quantities except the cross-covariance and cross-correlation.A set of commands is provided . For a description of this example, please see http://www.eurandom.tue.nl/whitcher/software/.

Packet : 81404566wave_cov.zip filelist
wave_cov/
wave_cov/dwt.c
wave_cov/dwt_dbp.m
wave_cov/foo.shar
wave_cov/idwt.c
wave_cov/imodwt.c
wave_cov/ir.dat
wave_cov/mexopts.sh
wave_cov/modwt.c
wave_cov/modwt_brick_wall.m
wave_cov/modwt_dbp.m
wave_cov/myACF.m
wave_cov/myCCF.m
wave_cov/myfilter.m
wave_cov/wavecov.mlab
wave_cov/wave_cor.m
wave_cov/wave_cov.m
wave_cov/wave_cross_cor.m
wave_cov/wave_cross_cov.m
wave_cov/wave_var.m
wave_cov/wire.dat

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