power.sum | R Documentation |
Computes a sum expressed in terms of mother wavelets raised to the power two, three, or four. Either the exact solution or a faster approximation can be computed.
power.sum(alphas.wd, pow = 2, verbose = TRUE, type = "approx", plotfn = FALSE)
alphas.wd |
A If The |
pow |
The power to which the wavelets are raised; it can take values 2, 3, or 4. |
verbose |
If |
type |
If |
plotfn |
If |
For the approximate method, the powers of mother wavelets are represented by scaling functions (father wavelets) at a finer level. This is discussed in Barber, Nason, & Silverman (2001).
Sums of powers of wavelets are used in the computation of posterior credible intervals for wavelet regression estimators; see the documentation for the function wave.band
for more details.
A vector containing the solution (either exact or approximate), or a list containing both solutions, depending on the value of "type".
If plotfn=TRUE
, the solution(s) found are plotted.
Barber, S., Nason, G.P. and Silverman, B.W. (2002) Posterior probability intervals for wavelet thresholding. Journal of the Royal Statistical Society, Series B, 64, 189-206.
wave.band
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