brick.wall {waveslim}

Replace Boundary Wavelet Coefficients with Missing Values

Description

Sets the first n wavelet coefficients to NA.

Usage

brick.wall(x, wf, method = "modwt")

dwpt.brick.wall(x, wf, n.levels, method = "modwpt")

brick.wall.2d(x, method = "modwt")

Arguments

x

DWT/MODWT/DWPT/MODWPT object

wf

Character string; name of wavelet filter

method

Either dwt or modwt for brick.wall, or either dwpt or modwpt for dwpt.brick.wall

n.levels

Specifies the depth of the decomposition. This must be a number less than or equal to log(length(x),2).

Details

The fact that observed time series are finite causes boundary issues. One way to get around this is to simply remove any wavelet coefficient computed involving the boundary. This is done here by replacing boundary wavelet coefficients with NA.

Value

Same object as x only with some missing values.

Author(s)

B. Whitcher

References

Lindsay, R. W., D. B. Percival and D. A. Rothrock (1996). The discrete wavelet transform and the scale anlaysis of the surface properties of sea ice, IEEE Transactions on Geoscience and Remote Sensing, 34, No. 3, 771-787.

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