hwwn.dw {hwwntest} | R Documentation |
Compute discrete wavelets
Description
Compute discrete wavelets up to some scale
Usage
hwwn.dw(J, filter.number, filter.family)
Arguments
J |
The number of scales of discrete wavelets to produce. |
filter.number |
The wavelet filter number. |
filter.family |
The wavelet family to produce. |
Details
Uses the delta value method and uses wr to reconstruct the wavelets. See Nason, von Sachs and Kroisandt 2000 for details.
Note: this function is the same as the discrete.wavelets
function in the AutoSpec package, but copied here.
Value
A list of length J, each component of the list corresponds to a different scale of wavelets. Component 1 is the finest scale, component 2 is the next finest and so on.
Author(s)
Piotr Fryzlewicz
References
Nason, G.P., von Sachs, R. and Kroisandt, G. (2000) Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum. J. R. Statist. Soc. B, 62, 271-292.
See Also
Examples
#
# Generate three scales of Haar wavelets
#
hwwn.dw(3, 1, "DaubExPhase")
#[[1]]
#[1] 0.7071068 -0.7071068
#
#[[2]]
#[1] 0.5 0.5 -0.5 -0.5
#
#[[3]]
#[1] 0.3535534 0.3535534 0.3535534 0.3535534 -0.3535534 -0.3535534 -0.3535534
#[8] -0.3535534
[Package hwwntest version 1.3.2 Index]