Plot Multiple DWT Wavelet or Scaling Filters

Description

Plots multiple DWT Wavelet or Scaling Filters similar to Figure 108 in Wavelet Methods for Time Series Analysis by Percival and Walden (2000).

Usage

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figure108.wt.filter(filter.objects, level = 1, l = NULL, wavelet = TRUE)

Arguments

filter.objects

List containing 'wt.filter' objects, character strings specifying a wavelet filter, or numeric vectors of wavelet coefficients. The list can contain a combination of 'wt.filter' objects, character strings, and numeric vectors. If only one filter is to be plotted, a single 'wt.filter' object, character string, or numeric vector may be supplied. See 'help(wt.filter)' for acceptable filter names.

level

If filter.object is only a single 'wt.filter' object, character string, or numeric vector, then the level of the filter can be specified in level. Defaulted to 1.

l

Single integer representing the right hand limit of the horizontal axis. If unspecified, it will default to the length of the filter of greatest length given in filter.object. Cannot be less than the length of the filter of greatest length.

wavelet

A logical flag indicating whether to plot the wavelet (high pass) or scaling (low pass) filter.

Details

The plotting space available for each filter is dictated by the value of greatest magnitude of all the filters plotted. The vertical plotting space for each level will then be 2 times the absolute value of this magnitude.

The filters are successively plotted in the order given in filter.object, where the first filter in filter.object is drawn at the top of the plot region, and the successive filters are plotted below.

Author(s)

Kelvin Ma, kkym@u.washington.edu

References

Percival, D. B. and A. T. Walden (2000) Wavelet Methods for Time Series Analysis, Cambridge University Press.

See Also

wt.filter

Examples

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# Plotting the LA8 Wavelet Filter
filter <- wt.filter()
figure108.wt.filter(filter)

# Alternatively
figure108.wt.filter("la8")

# Plotting the Haar, D4, D6 Wavelet Filters
figure108.wt.filter(list("haar", "d4", "d6"))

# Plotting the Haar, D4, D6 Scaling Filters
figure108.wt.filter(list("haar", "d4", "d6"), wavelet = FALSE)

# Alternatively
haar <- wt.filter("haar")
d6 <- wt.filter("d6")
figure108.wt.filter(list(haar, "d4", d6), wavelet = FALSE)

# Adding an "made up" filter (represented by c(1,-1,1,-1)
figure108.wt.filter(list(haar, "d4", d6, c(1,-1,1,-1)), wavelet = FALSE)

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