D1Amat: Inner product matrix of ac wavelets(1-D)

In LS2W: Locally Stationary Two-Dimensional Wavelet Process Estimation Scheme

Inner product matrix of ac wavelets(1-D)

Description

This function calculates the inner product matrix of discrete autocorrelation wavelets (1D).

Usage

D1Amat(J, filter.number = 10, family = "DaubLeAsymm", tol = 1e-100, verbose = FALSE)

Arguments

J	The level to which the decomposition must extend. This number should be a positive integer.
filter.number	The index of the wavelet used to compute the correction m atrix A.
family	The wavelet family used to compute A.
tol	In the brute force computation for Daubechies compactly supported wavelets many inner product computations are performed. This tolerance discounts any results which are smaller than tol which effectively defines how long the inner product/autocorrelation products are.
verbose	Logical variable, if set to TRUE informative statements are printed to screen during execution of the function.

Value

A matrix of order (-J)x(-J) containing the inner product matrix of the discrete non-decimated autocorrelation matrices.

Note

An equivalent function ipndacw already exists in WaveThresh. This function is added to help create a consistent naming convention across both the one- and two-dimensional inner product matrix of ac wavelets.

Author(s)

Idris Eckley

References

Nason, G.P., von Sachs, R. and Kroisandt, G. (2000) Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum. J. R. Statist. Soc. Series B, 62, 271-292.

Eckley, I.A. and Nason, G.P. (2011). LS2W: Implementing the Locally Stationary 2D Wavelet Process Approach in R, Journal of Statistical Software, 43(3), 1-23. URL http://www.jstatsoft.org/v43/i03/.

See Also

D2Amat

LS2W documentation built on Nov. 2, 2022, 1:06 a.m.