R: Subsid routine for denproj (calcs scaling function coefs with...

Chires6 {wavethresh}

R Documentation

Subsid routine for denproj (calcs scaling function coefs with cov)

Description

Function is essentially the same as Chires5 but also returns covariances between coefficients. A subsidiary routine for denproj. Not intended for direct user use.

Usage

Chires6(x, tau=1, J, filter.number=10, family="DaubLeAsymm", nT=20)

Arguments

`x`	The data (random sample for density estimation)
`tau`	Fine tuning parameter
`J`	Resolution level
`filter.number`	The smoothness of the wavelet, see `filter.select`
`family`	The family of the wavelet, see `family`
`nT`	The number of iterations in the Daubechies-Lagarias algorithm

Details

As description

Value

A list with the following components:

`coef`	The scaling function coefficients
`covar`	The coefficients' covariance matrix
`klim`	The integer translates of the scaling functions used
`p`	The primary resolution, calculated in code as tau*2^J
`filter`	The usual filter information, see `filter.select`
`n`	The length of the data `x`
`res`	A list containing components: `p`, as above, `tau` as input and `J` as above. This summarizes the resolution information

Author(s)

David Herrick