whichlevel | R Documentation |
mkcoef
Helps mkcoef
by finding out how many
more levels are required to compute a set of discrete
wavelets to a given (other) level.
whichlevel(J, filter.number = 10, family = "DaubLeAsymm")
J |
The level that |
filter.number |
The wavelet number (see |
family |
The wavelet family (see |
When computing the discrete wavelets up to a given scale we use the inverse wavelet transform to do this. However, to generate a wavelet within the range of a wavelet decomposition you have to use more scales in the inverse wavelet transform than first requested. This is because wavelet coefficients at the coarsest scales are associated with wavelets whose support is greater than the whole extent of the series. Hence, you have to have a larger wavelet transform, with more levels, insert a coefficient mid-level to generate a discrete wavelet whose support lies entirely within the extent of the series. This function figures out what the extra number of levels should be.
Simply returns the required number of levels
Guy Nason.
Nason, G.P. (2013) A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series. J. R. Statist. Soc. B, 75, 879-904. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1111/rssb.12015")}
mkcoef
whichlevel(6)
# [1] 11
#
# E.g. mkcoef wanted to generate 6 levels of discrete wavelets and
# whichlevel tells it that it needs to generate a wavelet transform
# of at least 11 levels.
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