wt {wsyn} | R Documentation |
Computes the wavelet transform of a timeseries. Also the creator function for the
wt
class.
Description
Computes the wavelet transform of a timeseries. Also the creator function for the
wt
class. The wt
class inherits from the tts
class, which
inherits from the list
class.
Usage
wt(
t.series,
times,
scale.min = 2,
scale.max.input = NULL,
sigma = 1.05,
f0 = 1
)
Arguments
t.series |
A timeseries of real values |
times |
A vector of time step values (e.g., years), spacing 1 |
scale.min |
The smallest scale of fluctuation that will be examined. At least 2. |
scale.max.input |
The largest scale of fluctuation that is guaranteed to be examined |
sigma |
The ratio of each time scale examined relative to the next timescale. Should be greater than 1. |
f0 |
The ratio of the period of fluctuation to the width of the envelope. Defaults to 1. |
Value
wt
returns an object of class wt
. Slots are:
values |
A matrix of complex numbers, of dimensions |
times |
The time steps specified (e.g. years) |
wtopt |
The inputted wavelet transform options scale.min, scale.max.input, sigma, f0 in a list |
timescales |
The timescales (1/frequency) computed for the wavelet transform |
dat |
The data vector from which the transform was computed |
Note
Important for interpreting the phase: the phases grow through time, i.e., they turn anti-clockwise.
Author(s)
Lawrence Sheppard lwsheppard@ku.edu, Jonathan Walter jaw3es@virginia.edu, Daniel Reuman reuman@ku.edu
See Also
wt_methods
, tts
, plotmag
, plotphase
,
browseVignettes("wsyn")
Examples
time1<-1:100
time2<-101:200
ts1p1<-sin(2*pi*time1/15)
ts1p2<-0*time1
ts2p1<-0*time2
ts2p2<-sin(2*pi*time2/8)
ts1<-ts1p1+ts1p2
ts2<-ts2p1+ts2p2
ts<-c(ts1,ts2)
ra<-rnorm(200,mean=0,sd=0.5)
t.series<-ts+ra
t.series<-t.series-mean(t.series)
times<-c(time1,time2)
res<-wt(t.series, times)