orthpredfilters {CNLTreg} | R Documentation |
Given a filter L, finds a second filter M, orthogonal to L and with unit norm
orthpredfilters(filter = c(0.5, 1, 0.5))
filter |
An initial filter L |
See Hamilton et al. (2018), section 2.2.
A matrix with two rows, the first row corresponding to L, the second corresponding to the orthogonal filter M.
At present only works with odd length filters
Marina Knight, Matt Nunes
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.
# 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,]