orthpredfilters {CNLTreg}

Computes orthogonal filters

Description

Given a filter L, finds a second filter M, orthogonal to L and with unit norm

Usage

orthpredfilters(filter = c(0.5, 1, 0.5))

Arguments

filter

An initial filter L

Details

See Hamilton et al. (2018), section 2.2.

Value

A matrix with two rows, the first row corresponding to L, the second corresponding to the orthogonal filter M.

Warning

At present only works with odd length filters

Author(s)

Marina Knight, Matt Nunes

References

Hamilton, J., Nunes, M. A., Knight, M. I. and Fryzlewicz, P. (2018) Complex-valued wavelet lifting and applications. Technometrics, 60 (1), 48-60, DOI 10.1080/00401706.2017.1281846.

See Also

fwtnppermC

Examples

# create a vector representing a filter for one neighbour either side of a removed point
# (equally weighted):

L = c(0.5, 1, 0.5)

# now work out a unit-norm filter orthogonal to L

out <- orthpredfilters(L)

# M should be the second row:

out[2,]