treelet: An Adaptive Multi-Scale Basis for High-Dimensional, Sparse and Unordered Data

Treelets provides a novel construction of multi-scale bases that extends wavelets to non-smooth signals. It returns a multi-scale orthonormal basis, where the final computed basis functions are supported on nested clusters in a hierarchical tree. Both the tree and the basis, which are constructed simultaneously, reflect the internal structure of the data.

install.packages("treelet")

Try the treelet package in your browser