Description Details References

`mwaved`

computes the Wavelet deconvolution estimate of a common signal present in multiple channels that have possible different levels of blur and additive error. More information about each function can be found in its help documentation.

`mwaved`

uses the WaveD wavelet deconvolution paradigm and is based on the `waved`

R-package given by Raimondo and Stewart (2007). It generalises the approach by allowing a multichannel signal instead of a single channel signal and allows long memory errors within each channel (independent of each channel). See Kulik, Sapatinas and Wishart (2014) for theoretical results and a short numerical investigation. The `mwaved`

package also uses the external C FFTW library described in Frigo and Johnson, (2005) to dramatically increase the speed of the computations. Detailed information and instructions for implementation are available at http://www.fftw.org.

Frigo, M and Johnson, S.G. (2005) *The design and implementation of FFTW3*, Proceedings of the IEEE **93**, 216–231.
http://dx.doi.org/10.1109/JPROC.2004.840301

Kulik, R., Sapatinas, T. and Wishart, J.R. (2014) *Multichannel wavelet deconvolution with long range dependence. Upper bounds on the L_p risk* Appl. Comput. Harmon. Anal. (to appear in).
http://dx.doi.org/10.1016/j.acha.2014.04.004

Raimondo, M. and Stewart, M. (2007) *The WaveD Transform in R: Performs Fast Translation-Invariant Wavelet Deconvolution*, Journal of Statistical Software **21**, 1–28
http://www.jstatsoft.org/v21/i02

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