Description Usage Arguments Details Value Author(s) References See Also Examples

Compute discrete wavelets up to some scale

1 | ```
hwwn.dw(J, filter.number, filter.family)
``` |

`J` |
The number of scales of discrete wavelets to produce. |

`filter.number` |
The wavelet filter number. |

`filter.family` |
The wavelet family to produce. |

Uses the delta value method and uses wr to reconstruct the wavelets. See Nason, von Sachs and Kroisandt 2000 for details.

Note: this function is the same as the `discrete.wavelets`

function in the AutoSpec package, but copied here.

A list of length J, each component of the list corresponds to a different scale of wavelets. Component 1 is the finest scale, component 2 is the next finest and so on.

Piotr Fryzlewicz

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

1 2 3 4 5 6 7 8 9 10 11 12 13 | ```
#
# Generate three scales of Haar wavelets
#
hwwn.dw(3, 1, "DaubExPhase")
#[[1]]
#[1] 0.7071068 -0.7071068
#
#[[2]]
#[1] 0.5 0.5 -0.5 -0.5
#
#[[3]]
#[1] 0.3535534 0.3535534 0.3535534 0.3535534 -0.3535534 -0.3535534 -0.3535534
#[8] -0.3535534
``` |

hwwntest documentation built on Aug. 6, 2018, 5:02 p.m.

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