DWT: Discrete wavelet transform

In grove: Wavelet Functional ANOVA Through Markov Groves

Description

This function performs the discrete wavelet transform (DWT) according to Mallat's pyramidal algorithm (Mallat, 1989).

Usage

DWT(data, filter.number = 10, family = "DaubLeAsymm")

Arguments

data	A matrix of data, where each row is an observation. The number of columns must be a power of two.
filter.number	The smoothness of the wavelet to use in the decomposition.
family	The family of wavelets. The two most common options are DaubExPhase and DaubLeAsymm.

Details

See function wd from package wavethresh for more details.

Value

A DWT object. This object is a list with the following components:

Examples

data <- GenerateSyntheticAnova(st.dev = 5, n.replicates = 10)
W <- DWT(data$noisy.Y)

Example output

grove documentation built on May 2, 2019, 5:55 a.m.