wavelet_coefs {fastWavelets}R Documentation

Compute Wavelet Coefficients

Description

Compute the wavelet coefficients.

Usage

wavelet_coefs(X, wavelet, j)

Arguments

X

An (N x 1) matrix or a vector

wavelet

A character string indicating the scaling filter

j

The decomposition level [integer]

Value

(N x 1) matrix of wavelet coefficients

References

Percival, D. B. and A. T. Walden (2000) Wavelet Methods for Time Series Analysis, Cambridge University Press.


[Package fastWavelets version 1.0.1 Index]