dwt_cpp: Discrete Wavelet Transform

In gmwm: Generalized Method of Wavelet Moments

Description

Calculation of the coefficients for the discrete wavelet transformation.

Usage

dwt_cpp(x, filter_name, nlevels, boundary, brickwall)

Arguments

x	A vector with dimensions N x 1.
filter_name	A string indicating the filter.
nlevels	An integer, J, indicating the level of the decomposition.
boundary	A string indicating the type of boundary method to use. Either boundary="periodic" or "reflection".
brickwall	A bool indicating whether the a brick wall procedure should be applied to the coefficients.

Details

Performs a level J decomposition of the time series using the pyramid algorithm

Value

y A field<vec> that contains the wavelet coefficients for each decomposition level

Author(s)

JJB

Examples

set.seed(999)
x = rnorm(2^8)
dwt_cpp(x, filter_name = "haar", nlevels = 4, boundary = "periodic", brickwall = TRUE)

gmwm documentation built on April 14, 2017, 4:38 p.m.