wavemulcor-package(wavemulcor)
wavemulcor-package()所属R语言包：wavemulcor
Wavelet routine for multiple correlation
小波常规多个相关
译者：生物统计家园网 机器人LoveR
描述----------Description----------
Produces an estimate of the multiscale multiple correlation (as defined below) along with approximate confidence intervals.
产生一个近似置信区间估计的多尺度多的相关性（定义见下文）。
Details
详细信息----------Details----------
</table> The wavemulcor package contains two routines, wave.multiple.correlation and<br> wave.multiple.cross.correlation, that calculate single sets of, respectively, wavelet multiple correlations and wavelet multiple cross-correlations out of n variables. They can later be plotted in single graphs, as an alternative to trying to make sense out of n(n-1)/2 sets of wavelet correlations or n(n-1)/2 x J sets of wavelet cross-correlations. The code is based on the calculation, at each wavelet scale, of the square root of the coefficient of determination in a linear combination of variables for which such coefficient of determination is a maximum.
</表>的wavemulcor包包含两个例程，wave.multiple.correlation和<BR> wave.multiple.cross.correlation，计算单套，分别小波多重相关性和小波的相关<X >变量。它们可以在以后在单一图形绘制，作为替代，以试图使感满分n小波相关或n(n-1)/2套小波交叉相关的套。该代码是基于有关计算，在每个小波规模，测定在该判定系数为最大的变量的线性组合的系数的平方根。
注意----------Note----------
Dependencies: waveslim
依存关系：waveslim
（作者）----------Author(s)----------
Javier Fern谩ndez-Macho (UPV/EHU)<br>
Maintainer: Javier Fern谩ndez-Macho <javier.fernandezmacho@ehu.es>
参考文献----------References----------
Fern谩ndez-Macho, Javier (2011) The wavelet multiple correlation, (mimeo).<br> Gencay, R., F. Selcuk and B. Whitcher (2001) An Introduction to Wavelets and Other Filtering Methods in Finance and Economics, Academic Press.<br> Whitcher, B. (2010) ‘waveslim’ R Package.
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注：
注1：为了方便大家学习，本文档为生物统计家园网机器人LoveR翻译而成，仅供个人R语言学习参考使用，生物统计家园保留版权。
注2：由于是机器人自动翻译，难免有不准确之处，使用时仔细对照中、英文内容进行反复理解，可以帮助R语言的学习。
注3：如遇到不准确之处，请在本贴的后面进行回帖，我们会逐渐进行修订。
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发表于 2012-10-1 17:00:23
