wt.filter.equivalent {wavelets}

Equivalent Wavelet Transform Filter

Description

Generates an equivalent filter for a specified wavelet transform filter and level..

Usage

wt.filter.equivalent(wt.filter, J)

Arguments

wt.filter

A wt.filter object.

J

Level of equivalent filter to compute.

Details

A wavelet transform of level j can be computed by iterating the pyramid algorithm j times with a level 1 wavelet filter, or by simply implementing the pyramid once with the level j equivalent filter. The equivalent filter is obtained by iteratively filtering the level 1 wavelet filter and scaling filters with upsampled versions of themselves. For details regarding the computation, see Percival and Walden (2000), eqs. 95e and 96e.

Value

Returns the original wt.filter object with modifications made to the wavelet and scaling filter coefficients, filter length and filter level.

Author(s)

Eric Aldrich. [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

wf <- wt.filter("la14")
wt.filter.equivalent(wf, 3)