wt {biwavelet}

Compute wavelet transform

Description

Compute wavelet transform

Usage

wt(
  d,
  pad = TRUE,
  dt = NULL,
  dj = 1/12,
  s0 = 2 * dt,
  J1 = NULL,
  max.scale = NULL,
  mother = "morlet",
  param = -1,
  lag1 = NULL,
  sig.level = 0.95,
  sig.test = 0,
  do.sig = TRUE,
  arima.method = "CSS"
)

Arguments

d

Time series in matrix format (n rows x 2 columns). The first column should contain the time steps and the second column should contain the values.

pad

Pad the values will with zeros to increase the speed of the transform.

dt

Length of a time step.

dj

Spacing between successive scales.

s0

Smallest scale of the wavelet.

J1

Number of scales - 1.

max.scale

Maximum scale. Computed automatically if left unspecified.

mother

Type of mother wavelet function to use. Can be set to morlet, dog, or paul.

param

Nondimensional parameter specific to the wavelet function.

lag1

AR(1) coefficient of time series used to test for significant patterns.

sig.level

Significance level.

sig.test

Type of significance test. If set to 0, use a regular \chi^2 test. If set to 1, then perform a time-average test. If set to 2, then do a scale-average test.

do.sig

Perform significance testing if TRUE.

arima.method

Fitting method. This parameter is passed as the method Parameter to the arima function.

Value

Returns a biwavelet object containing:

coi

matrix containg cone of influence

wave

matrix containing the wavelet transform

power

matrix of power

power.corr

matrix of bias-corrected power using the method described by Liu et al. (2007)

phase

matrix of phases

period

vector of periods

scale

vector of scales

dt

length of a time step

t

vector of times

xaxis

vector of values used to plot xaxis

s0

smallest scale of the wavelet

dj

spacing between successive scales

sigma2

variance of time series

mother

mother wavelet used

type

type of biwavelet object created (wt)

signif

matrix containg significance levels

Author(s)

Tarik C. Gouhier ([e-mail])

Code based on wavelet MATLAB program written by Christopher Torrence and Gibert P. Compo.

References

Torrence, C., and G. P. Compo. 1998. A Practical Guide to Wavelet Analysis. Bulletin of the American Meteorological Society 79:61-78.

Liu, Y., X. San Liang, and R. H. Weisberg. 2007. Rectification of the Bias in the Wavelet Power Spectrum. Journal of Atmospheric and Oceanic Technology 24:2093-2102.

Examples

t1 <- cbind(1:100, rnorm(100))

## Continuous wavelet transform
wt.t1 <- wt(t1)

## Plot power
## Make room to the right for the color bar
par(oma = c(0, 0, 0, 1), mar = c(5, 4, 4, 5) + 0.1)
plot(wt.t1, plot.cb = TRUE, plot.phase = FALSE)