wave_cov is a Matlab script for Signal Processing scripts design by B.J. Whitcher.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris. wave_cov - A series of files that perform univariate and bivariate wavelet analysis of discrete time series.
Publisher review: wave_cov - A series of files that perform univariate and bivariate wavelet analysis of discrete time series. 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. Requirements: ยท MATLAB Release: R10 Operating system: Windows / Linux / Mac OS / BSD / Solaris
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