sqndwdecomp | R Documentation |
Accurate, but brute-force, direct (slow) calculation of the non-decimated squared wavelet transform.
sqndwdecomp(x, J, filter.number, family)
x |
The sequence you want to transform |
J |
The number of resolutions you want |
filter.number |
The wavelet filter you wish to use. |
family |
The wavelet family you wish to use |
Works by computing the discrete wavelets and the necessary
scales using hwwn.dw
function. Then forms the
direct inner product with the data with the squares of the
discrete wavelets.
Returns a matrix of J rows and length(x) columns. Row j in the matrix returned corresponds to the level (nlev-j) resolution level coefficients (where nlev is nlevelsWT(x)) in the WaveThresh ordering.
Piotr Fryzlewicz (modified by Guy Nason)
Fryzlewicz, P., Nason, G.P. and von Sachs, R. (2008) A wavelet-Fisz approach to spectrum estimation. J. Time Ser. Anal., 29, 868-880.
sqndwd
#
# Generate random series and then take transform
x <- rnorm(128)
y <- sqndwdecomp(x=x, J=2, filter.number=3, family="DaubExPhase")
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