filt: Components of a named filter

In dvfBm: Discrete variations of a fractional Brownian motion

Description

This function gives the components of an increment-type filter or a (classical) wavelet Daubechies filter

Usage

filt(nm = "i2")

Arguments

nm

a character string denoting the filter type. Supported types include: INCREMENT-TYPE: "in" where n is an integer 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: "i2". Note that wavelet Daubechies filter are obtained by using the function wavDaubechies

Value

a numeric vector corresponding to the filter

Author(s)

J.-F. Coeurjolly

References

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

I. Daubechies (2006). Orthonormal Bases of Compactly Supported Wavelets, Communications on Pure and, Applied Mathematics, 41, 909-996.

See Also

dilatation,wavDaubechies

Examples

filt()
filt("d4")
dilatation(filt("d4"),2)

dvfBm documentation built on May 29, 2017, 9:08 p.m.