| wavethresh-package {wavethresh} | R Documentation |
Wavelets Statistics and Transforms
Description
Performs 1, 2 and 3D real and complex-valued wavelet transforms, nondecimated transforms, wavelet packet transforms, nondecimated wavelet packet transforms, multiple wavelet transforms, complex-valued wavelet transforms, wavelet shrinkage for various kinds of data, locally stationary wavelet time series, nonstationary multiscale transfer function modeling, density estimation.
Details
| Package: | wavethresh |
| Type: | Package |
| Title: | Wavelets Statistics and Transforms |
| Version: | 4.7.2 |
| Date: | 2022-11-14 |
| Authors@R: | c(person("Guy", "Nason", role=c("aut", "cre"), email="g.nason@imperial.ac.uk"), person("Stuart", "Barber", role="ctb", email="s.barber@leeds.ac.uk"), person("Tim", "Downie", role="ctb", email="tim.downie@bht-berlin.de"), person("Piotr", "Frylewicz", role="ctb", email="p.fryzlewicz@lse.ac.uk"), person("Arne", "Kovac", role="ctb", email="A.Kovac@bristol.ac.uk"), person("Todd", "Ogden", role="ctb", email="todd.ogden@columbia.edu"), person("Bernard", "Silverman", role="ctb")) |
| Depends: | R (>= 2.10), MASS |
| Description: | Performs 1, 2 and 3D real and complex-valued wavelet transforms, nondecimated transforms, wavelet packet transforms, nondecimated wavelet packet transforms, multiple wavelet transforms, complex-valued wavelet transforms, wavelet shrinkage for various kinds of data, locally stationary wavelet time series, nonstationary multiscale transfer function modeling, density estimation. |
| License: | GPL (>=2) |
| Author: | Guy Nason [aut, cre], Stuart Barber [ctb], Tim Downie [ctb], Piotr Frylewicz [ctb], Arne Kovac [ctb], Todd Ogden [ctb], Bernard Silverman [ctb] |
| Maintainer: | Guy Nason <g.nason@imperial.ac.uk> |
Index of help topics:
AutoBasis Run Coifman-Wickerhauser best basis algorithm
on wavelet packet object
AvBasis Basis averaging ("inversion")
AvBasis.wst Perform basis averaging for (packet-ordered)
non-decimated wavelet transform.
AvBasis.wst2D Perform basis averaging for (packet-ordered) 2D
non-decimated wavelet transform.
BAYES.THR Bayesian wavelet thresholding.
BMdiscr Subsidiary routine for makewpstDO function
BabyECG Physiological data time series.
BabySS Physiological data time series.
Best1DCols Extract the best (one-dimensional) nondecimated
WP packets
CWCV C Wavelet Cross-validation
CWavDE Simple wavelet density estimator with hard
thresholding
CanUseMoreThanOneColor
Deprecated function
Chires5 Subsid routine for denproj (calcs scaling
function coefs without cov)
Chires6 Subsid routine for denproj (calcs scaling
function coefs with cov)
ConvertMessage Print out a text message about an object which
is from old version of WaveThresh
Crsswav Wrapper to C code version of rsswav
Cthreshold Calls C code to threshold wd class object.
DJ.EX Produce Donoho and Johnstone test functions
FullWaveletCV Perform whole wavelet cross-validation in C
code
GenW Generate (inverse) discrete wavelet transform
matrix.
GetRSSWST Computes estimate of error for function
estimate.
HaarConcat Generate a concatenated Haar MA process
HaarMA Generate Haar MA processes.
InvBasis Generic basis inversion for libraries
InvBasis.wp Invert a wp library representation with a
particular basis spec
InvBasis.wst Invert a wst library representation with a
basis specification
IsEarly Generic function to detect whether object is
from an early version
IsEarly.default Detects whether object is from an earlier
version of WaveThresh
IsEarly.wd Function to detect whether a wd object is from
WaveThresh2 or not
IsPowerOfTwo Decides whether vector elements are integral
powers of two (returns NA if not).
LSWsim Simulate arbitrary locally stationary wavelet
process.
LocalSpec Compute Nason and Silverman smoothed wavelet
periodogram.
LocalSpec.wd Compute Nason and Silverman raw or smoothed
wavelet periodogram.
LocalSpec.wst Obsolete function (use ewspec)
MaNoVe Make Node Vector (using Coifman-Wickerhauser
best-basis type algorithm)
MaNoVe.wp Make Node Vector (using Coifman-Wickerhauser
best-basis type algorithm) on wavelet packet
object
MaNoVe.wst Make Node Vector (using Coifman-Wickerhauser
best-basis type algorithm) on nondecimated
wavelet transform object
PsiJ Compute discrete autocorrelation wavelets.
PsiJmat Compute discrete autocorrelation wavelets but
return result in matrix form.
Psiname Return a PsiJ list object style name.
ScalingFunction Compute scaling functions on internally
predefined grid
Shannon.entropy Compute Shannon entropy
TOgetthrda1 Subsidiary routines for Ogden and Parzen's
wavelet shrinkage methods
TOthreshda1 Data analytic wavelet thresholding routine
TOthreshda2 Data analytic wavelet thresholding routine
WTEnv Environment that exists to store intermediate
calculations for re-use within the same R
session.
WaveletCV Wavelet cross-validation
Whistory Obsolete function supposedly detailed history
of object
Whistory.wst Obsolete function: as Whistory, but for wst
objects
accessC Get "detail" (mother wavelet) coefficients data
from wavelet object
accessC.mwd Get Smoothed Data from Wavelet Structure
accessC.wd Get smoothed data from wavelet object (wd)
accessC.wp Warning function when trying to access smooths
from wavelet packet object (wp).
accessC.wst Get smoothed data from packet ordered
non-decimated wavelet object (wst)
accessD Get "detail" (mother wavelet) coefficients data
from wavelet object
accessD.mwd Get wavelet coefficients from multiple wavelet
structure (mwd).
accessD.wd Get detail (mother wavelet) coefficients from
wavelet object (wd).
accessD.wd3D Get wavelet coefficients from 3D wavelet object
accessD.wp Obtain whole resolution level of wavelet packet
coefficients from a wavelet packet object (wp).
accessD.wpst Get coefficients from a non-decimated wavelet
packet object (wpst) in time order.
accessD.wst Get mother wavelet coefficients from a packet
ordered non-decimated wavelet object (wst).
accessc Get variance information from irregularly
spaced wavelet decomposition object.
addpkt Add a wavelet packet box to an already set up
time-frequency plot
av.basis Perform basis averaging for wst class object
basisplot Generic basis plot function
basisplot.BP Plot time-frequency plane and basis slots
associated with basis object
basisplot.wp Function to graphically select a wavelet packet
basis
bestm Function called by makewpstRO to identify which
packets are individually good for correlating
with a response
c2to4 Take integer, represent in binary, then think
of and return that representation in base 4
checkmyews Check a LSW spectrum through repeated
simulation and empirical averages
cns Create new zeroed spectrum.
compare.filters Compares two filters.
compgrot Compute empirical shift for time ordered
non-decimated transforms.
compress Compress objects
compress.default Do "zero" run-length encoding compression of a
vector of numbers.
compress.imwd Compress a (thresholded) imwd class object by
removing zeroes.
conbar Performs inverse DWT reconstruction step
convert Convert one type of wavelet object into
another.
convert.wd Convert a non-decimated wd object into a wst
object.
convert.wst Convert a non-decimated wst object into a wd
object.
cthresh Estimate real signal using complex-valued
wavelets
dclaw Claw distribution
dencvwd Calculate variances of wavlet coefficients of a
p.d.f.
denplot Calculate plotting information for a density
estimate.
denproj Calculate empirical scaling function
coefficients of a p.d.f.
denwd Wavelet decomposition of empirical scaling
function coefficients of a p.d.f.
denwr Wavelet reconstruction for density estimation.
dof Compute number of non-zero coefficients in wd
object
doppler Evaluate the Donoho and Johnstone Doppler
signal.
draw Draw wavelets or scaling functions.
draw.default Draw picture of a wavelet or scaling function.
draw.imwd Draw mother wavelet associated with an imwd
object.
draw.imwdc Draw mother wavelet associated with an imwdc
object.
draw.mwd Draws a wavelet or scaling function used to
compute an 'mwd' object
draw.wd Draw mother wavelet or scaling function
associated with wd object.
draw.wp Draw wavelet packet associated with a wp
object.
draw.wst Draw mother wavelet or scaling function
associated with wst object.
drawbox Draw a shaded coloured box
drawwp.default Subsidiary routine that actually computes
wavelet packet values
ewspec Compute evolutionary wavelet spectrum estimate.
example.1 Compute and return piecewise polynomial
coordinates.
filter.select Provide wavelet filter coefficients.
find.parameters Find estimates of prior parameters
first.last Build a first/last database for wavelet
transforms.
first.last.dh Build special first/last database for some
wavelet density functions
firstdot Return the location of the first period
character within a character string (for a
vector of strings of arbitrary length).
getarrvec Compute and return weaving permutation for
conversion from wst objects to wd class
objects.
getpacket Get a packet of coefficients from a wavelet
object
getpacket.wp Get packet of coefficients from a wavelet
packet object (wp).
getpacket.wpst Get packet of coefficients from a non-decimated
wavelet packet object (wpst).
getpacket.wst Get packet of coefficients from a packet
ordered non-decimated wavelet object (wst).
getpacket.wst2D Get packet of coefficients from a
two-dimensional non-decimated wavelet object
(wst2D).
griddata objects Data interpolated to a grid objects.
guyrot Cyclically rotate elements of a vector
image.wd Produce image representation of nondecimated
wavelet transform
image.wst Produce image representation of a wst class
object
imwd Two-dimensional wavelet transform
(decomposition).
imwd.object Two-dimensional wavelet decomposition objects.
imwdc.object Two-dimensional compressed wavelet
decomposition objects.
imwr Inverse two-dimensional wavelet transform.
imwr.imwd Inverse two-dimensional discrete wavelet
transform.
imwr.imwdc Inverse two-dimensional discrete wavelet
transform.
ipd Inductance plethysmography data.
ipndacw Compute inner product matrix of discrete
non-decimated autocorrelation wavelets.
irregwd Irregular wavelet transform (decomposition).
irregwd.objects Irregular wavelet decomposition objects.
l2norm Compute L2 distance between two vectors of
numbers.
lennon John Lennon image.
levarr Subsidiary routine that generates a particular
permutation
linfnorm Compute L infinity distance between two vectors
of numbers.
logabs Take the logarithm of the squares of the
argument
lt.to.name Convert desired level and orientation into code
used by imwd
madmad Compute square of median absolute deviation
(mad) function.
make.dwwt Compute diagonal of the matrix WWT
makegrid Interpolate data to a grid.
makewpstDO Help page for a function
makewpstRO Make a wavelet packet regression object from a
dependent and independent time series variable.
mfilter.select Provide filter coefficients for multiple
wavelets.
mfirst.last Build a first/last database for multiple
wavelet transforms.
modernise Generic function to upgrade a V2 WaveThresh
object to V4
modernise.wd Modernise a wd class object
mpostfilter Multiwavelet postfilter
mprefilter Multiwavelet prefilter
mwd Discrete multiple wavelet transform
(decomposition).
mwd.object Multiple wavelet decomposition object (1D)
mwr Multiple discrete wavelet transform
(reconstruction).
newsure Version of sure that acts as subsidiary for
threshold.irregwd
nlevelsWT Returns number of scale (resolution) levels.
nlevelsWT.default Returns number of levels associated with an
object
nullevels Set whole resolution levels of coefficients
equal to zero.
nullevels.imwd Sets whole resolution levels of coefficients
equal to zero in a imwd object.
nullevels.wd Sets whole resolution levels of coefficients
equal to zero in a wd object.
nullevels.wst Sets whole resolution levels of coefficients
equal to zero in a wst object.
numtonv Convert an index number into a node vector
object.
nv.object Node vector objects.
plot.imwd Draw a picture of the 2D wavelet coefficients
using image
plot.irregwd Plot variance factors of wavelet transform
coefficients for irregularly spaced wavelet
transform object
plot.mwd Use plot on an mwd object.
plot.nvwp Depict wavelet packet basis specfication
plot.wd Plot wavelet transform coefficients.
plot.wp Plot wavelet packet transform coefficients
plot.wst Plot packet-ordered non-decimated wavelet
transform coefficients.
plot.wst2D Plot packet-ordered 2D non-decimated wavelet
coefficients.
plotdenwd Plot the wavelet coefficients of a p.d.f.
plotpkt Sets up a high level plot ready to show the
time-frequency plane and wavelet packet basis
slots
print.BP Print top best basis information for BP class
object
print.imwd Print out information about an imwd object in
readable form.
print.imwdc Print out information about an imwdc object in
readable form.
print.mwd Use print() on a mwd object.
print.nv Print a node vector object, also used by
several other functions to obtain packet list
information
print.nvwp Print a wavelet packet node vector object, also
used by several other functions to obtain
packet list information
print.w2d Print method for printing w2d class objects
print.w2m Print a w2m class object
print.wd Print out information about an wd object in
readable form.
print.wd3D Print out information about an wd3D object in a
readable form.
print.wp Print out information about an wd object in
readable form.
print.wpst Prints out basic information about a wpst class
object
print.wpstCL Prints some information about a wpstCL object
print.wpstDO Print information about a wpstDO class object
print.wpstRO Print a wpstRO class object
print.wst Print out information about an wst object in
readable form.
print.wst2D Print out information about an wst2d object in
a readable form.
putC Put smoothed data (father wavelet) coefficients
into wavelet structure
putC.mwd Put smoothed data into wavelet structure
putC.wd Puts a whole resolution level of father wavelet
coeffients into wd wavelet object.
putC.wp Warning function when trying to insert father
wavelet coefficients into wavelet packet object
(wp).
putC.wst Puts a whole resolution level of father wavelet
coeffients into wst wavelet object.
putD Put mother wavelet coefficients into wavelet
structure
putD.mwd Put wavelet coefficients into multiple wavelet
structure
putD.wd Puts a whole resolution level of mother wavelet
coeffients into wd wavelet object.
putD.wd3D Put wavelet coefficient array into a 3D wavelet
object
putD.wp Puts a whole resolution level of wavelet packet
coeffients into wp wavelet object.
putD.wst Puts a whole resolution level of mother wavelet
coeffients into wst wavelet object.
putDwd3Dcheck Check argument list for putD.wd3D
putpacket Insert a packet of coefficients into a wavelet
object.
putpacket.wp Inserts a packet of coefficients into a wavelet
packet object (wp).
putpacket.wst Put a packet of coefficients into a packet
ordered non-decimated wavelet object (wst).
putpacket.wst2D Replace packet of coefficients in a
two-dimensional non-decimated wavelet object
(wst2D).
rcov Computes robust estimate of covariance matrix
rfft Real Fast Fourier transform
rfftinv Inverse real FFT, inverse of rfft
rfftwt Weight a Fourier series sequence by a set of
weights
rm.det Set coarse levels of a wavelets on the interval
transform object to zero
rmget Search for existing ipndacw matrices.
rmname Return a ipndacw matrix style name.
rotateback Cyclically shift a vector one place to the
right
rsswav Compute mean residual sum of squares for odd
prediction of even ordinates and vice versa
simchirp Compute and return simulated chirp function.
ssq Compute sum of squares difference between two
vectors
summary.imwd Print out some basic information associated
with an imwd object
summary.imwdc Print out some basic information associated
with an imwdc object
summary.mwd Use summary() on a mwd object.
summary.wd Print out some basic information associated
with a wd object
summary.wd3D Print out some basic information associated
with a wd3D object
summary.wp Print out some basic information associated
with a wp object
summary.wpst Print out some basic information associated
with a wpst object
summary.wst Print out some basic information associated
with a wst object
summary.wst2D Print out some basic information associated
with a wst2D object
support Returns support of compactly supported
wavelets.
sure Computes the minimum of the SURE thresholding
function
teddy Picture of a teddy bear's picnic.
test.dataCT Test functions for wavelet regression and
thresholding
threshold Threshold coefficients
threshold.imwd Threshold two-dimensional wavelet decomposition
object
threshold.imwdc Threshold two-dimensional compressed wavelet
decomposition object
threshold.irregwd hold irregularly spaced wavelet decomposition
object
threshold.mwd Use threshold on an mwd object.
threshold.wd Threshold (DWT) wavelet decomposition object
threshold.wd3D Threshold 3D DWT object
threshold.wp Threshold wavelet packet decomposition object
threshold.wst Threshold (NDWT) packet-ordered non-decimated
wavelet decomposition object
tpwd Tensor product 2D wavelet transform
tpwr Inverse tensor product 2D wavelet transform.
uncompress Uncompress objects
uncompress.default Undo zero run-length encoding for a vector.
uncompress.imwdc Uncompress an imwdc class object
wavegrow Interactive graphical tool to grow a wavelet
synthesis
wavethresh-package Wavelets Statistics and Transforms
wd Wavelet transform (decomposition).
wd.dh Compute specialized wavelet transform for
density estimation
wd.int Computes "wavelets on the interval" transform
wd.object Wavelet decomposition objects
wd3D Three-dimensional discrete wavelet transform
wd3D.object Three-dimensional wavelet object
wp Wavelet packet transform.
wp.object Wavelet Packet decomposition objects.
wpst Non-decimated wavelet packet transform.
wpst2discr Reshape/reformat packet coefficients into a
multivariate data set
wpst2m Converts a nondecimated wavelet packet object
to a (large) matrix with packets stored as
columns
wpstCLASS Predict values using new time series values via
a non-decimated wavelet packet discrimination
object.
wpstREGR Construct data frame using new time series
using information from a previously constructed
wpstRO object
wr Wavelet reconstruction (inverse DWT).
wr.int Computes inverse "wavelets on the interval"
transform.
wr.mwd Multiple wavelet reconstruction for mwd objects
wr.wd Wavelet reconstruction for wd class objects
(inverse discrete wavelet transform).
wr3D Inverse DWT for 3D DWT object.
wst Packet-ordered non-decimated wavelet transform.
wst.object (Packet ordered) Nondecimated wavelet transform
decomposition objects.
wst2D (Packet-ordered) 2D non-decimated wavelet
transform.
wst2D.object (Packet ordered) Two-dimensional nondecimated
wavelet transform decomposition objects.
wstCV Performs two-fold cross-validation estimation
using packet-ordered non-decimated wavelet
transforms and one, global, threshold.
wstCVl Performs two-fold cross-validation estimation
using packet-ordered non-decimated wavelet
transforms and a (vector) level-dependent
threshold.
wvcvlrss Computes estimate of error for function
estimate.
wvmoments Compute moments of wavelets or scaling function
wvrelease Prints out the release number of the WaveThresh
package
See book or individual help pages for main functions. For example,
wd for the one-dimensional discrete wavelet transform.
Author(s)
NA
Maintainer: NA
References
Nason, G.P. (2008) Wavelet methods in Statistics with R. Springer, New York. Book URL.
See Also
ewspec, imwd, threshold, wd, wst
Examples
#
# See examples in individual help pages
#
[Package wavethresh version 4.7.2 Index]