DWT {grove}

Discrete wavelet transform

Description

This function performs the discrete wavelet transform (DWT) according to Mallat's pyramidal algorithm (Mallat, 1989).

Usage

DWT(data, filter.number = 10, family = "DaubLeAsymm")

Arguments

data

A matrix of data, where each row is an observation. The number of columns must be a power of two.

filter.number

The smoothness of the wavelet to use in the decomposition.

family

The family of wavelets. The two most common options are DaubExPhase and DaubLeAsymm.

Details

See function wd from package wavethresh for more details.

Value

A DWT object. This object is a list with the following components:

Examples

data <- GenerateSyntheticAnova(st.dev = 5, n.replicates = 10)
W <- DWT(data$noisy.Y)