`biwavelet` is an `R` package used to perform univariate and bivariate wavelet analyses. Wavelet analyses are resolved in the time and frequency domains, and thus ideal for identifying changes over time in the contribution of each frequency (or period) of a time series.
The biwavelet
R package is a port of the WTC MATLAB program written by Aslak Grinsted and the wavelet program written by Christopher Torrence and Gibert P. Compo. This package can be used to perform univariate and bivariate wavelet analyses. Wavelet analyses are resolved in the time and frequency domains, and thus ideal for identifying changes over time in the contribution of each frequency (or period) of a time series.