squaredgain.wt.filter {wavelets}

Plot Squared Gain Function for Wavelet Filter

Description

Plots squared gain function for a wavelet filter.

Usage

squaredgain.wt.filter(filter, level = 1, N = NULL, draw.bands = TRUE,
wavelet = TRUE)

Arguments

filter

Either a 'wt.filter' object, a character string specifying a wavelet filter, or a numeric vector of wavelet coefficients. See 'help(wt.filter)' for acceptable filter names.

level

Level of wavelet filter. Applicable only if a character string is supplied in filter

N

Length of filter vector after padding the wavelet filter with zeroes. The zeroes are inserted after the filter values.

draw.bands

Draws dashed lines marking the lower and upper ends of the nominal pass-band for the wavelet filter.

wavelet

A logical flag indicating whether to plot the squared gain function for the wavelet (high pass) or scaling (low pass) filter.

Details

If N is not specified, and the filter supplied is of length less than 1024, then the filter vector will be padded to a length of 1024. Otherwise, if the filter supplied is of length greater than 1024, then the filter vector will be padded to the first 'power of 2' that is greater than the length of the filter supplied.

Author(s)

Kelvin Ma, [e-mail]

References

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

See Also

wt.filter

Examples

# Plotting the squared gain function of LA8 Wavelet Filter Coefficients.
filter <- wt.filter("la8")
squaredgain.wt.filter(filter)

# Plotting the squared gain function of LA8 Scaling Filter Coefficients.
squaredgain.wt.filter(filter, wavelet = FALSE)

# Plotting the squared gain function of Haar Wavelet Filter Coefficients
# without supplying a filter object.
squaredgain.wt.filter("haar")