hwwn.dw: Compute discrete wavelets
In hwwntest: Tests of White Noise using Wavelets

hwwn.dw

R Documentation

Compute discrete wavelets

Description

Compute discrete wavelets up to some scale

Usage

hwwn.dw(J, filter.number, filter.family)

Arguments

`J`	The number of scales of discrete wavelets to produce.
`filter.number`	The wavelet filter number.
`filter.family`	The wavelet family to produce.

Details

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.

Value

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.

Author(s)

Piotr Fryzlewicz

References

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.

Examples

#
# 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 Sept. 13, 2023, 9:06 a.m.