Projection in a wavelet basis

Description

This function projects a set of curves on a wavelet basis.

Usage

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  projectWavelet(xdata, wavFilter="s8")

Arguments

xdata

A set of n curves of dimension N.

wavFilter

A character string denoting the filter type. Supported types include:

EXTREMAL PHASE (daublet): ‘haar’, ‘d2’, ‘d4’, ‘d6’, ‘d8’, ‘d10’, ‘d12’, ‘d14’, ‘d16’, ‘d18’, ‘d20’

LEAST ASYMMETRIC (symmlet): ‘s2’, ‘s4’, ‘s6’, ‘s8’, ‘s10’, ‘s12’, ‘s14’, ‘s16’, ‘s18’, ‘s20’

BEST LOCALIZED: ‘l2’, ‘l4’, ‘l6’, ‘l14’, ‘l18’, ‘l20’

COIFLET: ‘c6’, ‘c12’, ‘c18’, ‘c24’, ‘c30’

Default: ‘s8’.

Value

A matrix of size n \times N containing the wavelet coefficients.

Author(s)

Baptiste Gregorutti

References

Percival, D. B. and Walden, A. T., Wavelet Methods for Time Series Analysis (2000), Cambridge University Press

See Also

hardThresholding,fpca

Examples

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  data(toyRegFD)
  x <- toyRegFD$FDlist[[1]]

  design <- projectWavelet(xdata=x)
  print(colnames(design))