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

Accurate, but brute-force, direct (slow) calculation of the non-decimated squared wavelet transform.

1 | ```
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.

1 2 3 4 | ```
#
# Generate random series and then take transform
x <- rnorm(128)
y <- sqndwdecomp(x=x, J=2, filter.number=3, family="DaubExPhase")
``` |

hwwntest documentation built on May 29, 2017, 7:22 p.m.

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