wt.filter.qmf {wavelets}

Quadrature Mirror Filter

Description

Computes the quadrature mirror filter of a series of even length.

Usage

wt.filter.qmf(x, inverse=FALSE)

Arguments

x

A numeric vector of even length

inverse

A logical flag indicating whether to compute the inverse quadrature mirror filter.

Details

The quadrature mirror filter is computed as outlined in Percival and Walden, page 75. Specifically, the forward QMF makes use of a wavelet filter to obtain a scaling filter and the inverse QMF does the opposite.

Value

A numeric vector which contains the values of x in reverse order, with the values of the resulting vector at even indices being negated in the case that inverse=FALSE and the values at odd indices being negated in the case that inverse=TRUE.

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.qmf, dwt, modwt.

Examples

# obtain both the la8 wavelet and scaling filters
la8 <- wt.filter("la8")

# now compare output of qmf with values in wt.filter object
wt.filter.qmf(la8@h)
la8@g