wvmoments {wavethresh} | R Documentation |
Compute moments of wavelets or scaling function
Description
Numerically compute moments of wavelets or scaling function
Usage
wvmoments(filter.number = 10, family = "DaubLeAsymm", moment = 0,
scaling.function = FALSE)
Arguments
filter.number |
The smoothness of wavelet or scaling function to
compute moments for, see |
family |
The wavelet family to use, see |
moment |
The moment to compute |
scaling.function |
If |
Details
Given a wavelet \psi(x)
this function computes the
mth moment \int x^m \psi(x) \, dx
.
Note that for low order moments the integration function often fails for the usual numerical reasons (this never happened in S!). It might be that fiddling with the tolerances will improve this situation.
Value
An object of class integrate
containing the integral and other
pieces of interesting information about the moments calculation.
Author(s)
G P Nason
See Also
Examples
wvmoments(filter.number=5, family="DaubExPhase", moment=5)
#-1.317600 with absolute error < 7.5e-05