waveslim: Basic wavelet routines for one-, two- and three-dimensional signal processing

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Basic wavelet routines for time series (1D), image (2D) and array (3D) analysis. The code provided here is based on wavelet methodology developed in Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001); the dual-tree complex wavelet transform (DTCWT) from Kingsbury (1999, 2001) as implemented by Selesnick; and Hilbert wavelet pairs (Selesnick 2001, 2002). All figures in chapters 4-7 of GSW (2001) are reproducible using this package and R code available at the book website(s) below.

Author
Brandon Whitcher
Date of publication
2015-01-10 04:42:38
Maintainer
Brandon Whitcher <bwhitcher@gmail.com>
License
BSD_3_clause + file LICENSE
Version
1.7.5
URLs

View on CRAN

Man pages

Andel
Autocovariance and Autocorrelation Sequences for a Seasonal...
ar1
Simulated AR(1) Series
bandpass
Bandpass Variance for Long-Memory Processes
barbara
Barbara Test Image
basis
Produce Boolean Vector from Wavelet Basis Names
blocks
A Piecewise-Constant Function
brick.wall
Replace Boundary Wavelet Coefficients with Missing Values
convolve2D
Fast Column-wise Convolution of a Matrix
cpi
U.S. Consumer Price Index
cplxdual
Dual-tree Complex 2D Discrete Wavelet Transform
dau
Digital Photograph of Ingrid Daubechies
denoise.dwt.2d
Denoise an Image via the 2D Discrete Wavelet Transform
doppler
Sinusoid with Changing Amplitude and Frequency
dpss.taper
Calculating Thomson's Spectral Multitapers by Inverse...
dualfilt1
Kingsbury's Q-filters for the Dual-Tree Complex DWT
Dualtree
Dual-tree Complex Discrete Wavelet Transform
dwpt
(Inverse) Discrete Wavelet Packet Transforms
dwpt.2d
(Inverse) Discrete Wavelet Packet Transforms in Two...
dwpt.boot
Bootstrap Time Series Using the DWPT
dwpt.sim
Simulate Seasonal Persistent Processes Using the DWPT
dwt
Discrete Wavelet Transform (DWT)
dwt.2d
Two-Dimensional Discrete Wavelet Transform
dwt.3d
Three Dimensional Separable Discrete Wavelet Transform
exchange
Exchange Rates Between the Deutsche Mark, Japanese Yen and...
Farras
Farras nearly symmetric filters
fb
Filter Banks for Dual-Tree Wavelet Transforms
fdp.mle
Wavelet-based Maximum Likelihood Estimation for a Fractional...
find.adaptive.basis
Determine an Orthonormal Basis for the Discrete Wavelet...
heavisine
Sine with Jumps at 0.3 and 0.72
hilbert
Discrete Hilbert Wavelet Transforms
hilbert.filter
Select a Hilbert Wavelet Pair
hosking.sim
Generate Stationary Gaussian Process Using Hosking's Method
hwt.analysis
Time-varying and Seasonal Analysis Using Hilbert Wavelet...
ibm
Daily IBM Stock Prices
japan
Japanese Gross National Product
jumpsine
Sine with Jumps at 0.625 and 0.875
kobe
1995 Kobe Earthquake Data
linchirp
Linear Chirp
mexm
Mexican Money Supply
modwt
(Inverse) Maximal Overlap Discrete Wavelet Transform
modwt.2d
Two-Dimensional Maximal Overlap Discrete Wavelet Transform
modwt.3d
Three Dimensional Separable Maximal Ovelrap Discrete Wavelet...
mra
Multiresolution Analysis of Time Series
mra.2d
Multiresolution Analysis of an Image
mra.3d
Three Dimensional Multiresolution Analysis
mult.loc
Wavelet-based Testing and Locating for Variance Change Points
my.acf
Autocovariance Functions via the Discrete Fourier Transform
nile
Nile River Minima
ortho.basis
Derive Orthonormal Basis from Wavelet Packet Tree
per
Periodogram
phase.shift
Phase Shift Wavelet Coefficients
phase.shift.hilbert
Phase Shift for Hilbert Wavelet Coefficients
plot.dwt.2d
Plot Two-dimensional Discrete Wavelet Transform
qmf
Quadrature Mirror Filter
rotcumvar
Rotated Cumulative Variance
sdf
Spectral Density Functions for Long-Memory Processes
Selesnick
Miscellaneous Functions for Dual-Tree Wavelet Software
shift.2d
Circularly Shift Matrices from a 2D MODWT
sine.taper
Computing Sinusoidal Data Tapers
spin.covariance
Compute Wavelet Cross-Covariance Between Two Time Series
spp.mle
Wavelet-based Maximum Likelihood Estimation for Seasonal...
spp.var
Variance of a Seasonal Persistent Process
squared.gain
Squared Gain Function of a Filter
stack.plot
Stack Plot
testing.hov
Testing for Homogeneity of Variance
Thresholding
Wavelet Shrinkage via Thresholding
tourism
U.S. Tourism
unemploy
U.S. Unemployment
up.sample
Upsampling of a vector
wave.filter
Select a Wavelet Filter
wavelet.filter
Higher-Order Wavelet Filters
wave.variance
Wavelet Analysis of Univariate/Bivariate Time Series
wpt.test
Testing the Wavelet Packet Tree for White Noise
xbox
Image with Box and X

Files in this package

waveslim
waveslim/tests
waveslim/tests/Examples
waveslim/tests/Examples/waveslim-Ex.Rout.save
waveslim/src
waveslim/src/dwt.h
waveslim/src/dwt3.c
waveslim/src/dwt.c
waveslim/src/hosking.c
waveslim/src/dwt2.c
waveslim/src/bell-p-w.f
waveslim/NAMESPACE
waveslim/data
waveslim/data/xbox.txt.bz2
waveslim/data/exchange.rda
waveslim/data/xbox.rda
waveslim/data/tourism.rda
waveslim/data/japan.rda
waveslim/data/ibm.txt.gz
waveslim/data/acvs.andel10.txt.xz
waveslim/data/ibm.rda
waveslim/data/cpi.rda
waveslim/data/kobe.txt.bz2
waveslim/data/japan.txt.gz
waveslim/data/exchange.txt.xz
waveslim/data/blocks.txt.gz
waveslim/data/barbara.rda
waveslim/data/doppler.txt.bz2
waveslim/data/jumpsine.txt.gz
waveslim/data/linchirp.rda
waveslim/data/acvs.andel9.txt.xz
waveslim/data/tourism.txt.gz
waveslim/data/acvs.andel8.txt.xz
waveslim/data/heavisine.txt.xz
waveslim/data/ar1.rda
waveslim/data/heavisine.rda
waveslim/data/datalist
waveslim/data/dau.txt.bz2
waveslim/data/blocks.rda
waveslim/data/acvs.andel10.rda
waveslim/data/mexm.txt.xz
waveslim/data/ar1.txt.gz
waveslim/data/cpi.txt.xz
waveslim/data/dau.rda
waveslim/data/unemploy.rda
waveslim/data/acvs.andel9.rda
waveslim/data/nile.rda
waveslim/data/acvs.andel11.rda
waveslim/data/mexm.rda
waveslim/data/jumpsine.rda
waveslim/data/linchirp.txt.bz2
waveslim/data/doppler.rda
waveslim/data/barbara.txt.bz2
waveslim/data/kobe.rda
waveslim/data/acvs.andel11.txt.xz
waveslim/data/acvs.andel8.rda
waveslim/data/unemploy.txt.xz
waveslim/R
waveslim/R/sdf.R
waveslim/R/dualtree2D.R
waveslim/R/cascade.R
waveslim/R/soft.R
waveslim/R/dwt.R
waveslim/R/dualtree.R
waveslim/R/hilbert.R
waveslim/R/mra.2d.R
waveslim/R/cov.R
waveslim/R/two_D.R
waveslim/R/hosking.R
waveslim/R/bishrink.R
waveslim/R/dwpt.R
waveslim/R/periodogram.R
waveslim/R/wave.filter.R
waveslim/R/denoise.R
waveslim/R/shift.2d.R
waveslim/R/cplxdual2D.R
waveslim/R/tapers.R
waveslim/R/multiple.R
waveslim/R/fdp.R
waveslim/R/spp.R
waveslim/R/misc.R
waveslim/R/up.sample.R
waveslim/R/three_D.R
waveslim/R/zzz.R
waveslim/R/dwpt_boot.R
waveslim/R/Anton.R
waveslim/R/dwpt_sim.R
waveslim/R/stack.plot.R
waveslim/MD5
waveslim/DESCRIPTION
waveslim/man
waveslim/man/mra.3d.Rd
waveslim/man/Thresholding.Rd
waveslim/man/dwt.Rd
waveslim/man/qmf.Rd
waveslim/man/barbara.Rd
waveslim/man/dwpt.boot.Rd
waveslim/man/dpss.taper.Rd
waveslim/man/dwt.3d.Rd
waveslim/man/kobe.Rd
waveslim/man/ar1.Rd
waveslim/man/japan.Rd
waveslim/man/cpi.Rd
waveslim/man/dwpt.sim.Rd
waveslim/man/Andel.Rd
waveslim/man/mexm.Rd
waveslim/man/basis.Rd
waveslim/man/doppler.Rd
waveslim/man/jumpsine.Rd
waveslim/man/testing.hov.Rd
waveslim/man/spin.covariance.Rd
waveslim/man/xbox.Rd
waveslim/man/modwt.Rd
waveslim/man/mra.Rd
waveslim/man/modwt.2d.Rd
waveslim/man/hwt.analysis.Rd
waveslim/man/fb.Rd
waveslim/man/wave.filter.Rd
waveslim/man/plot.dwt.2d.Rd
waveslim/man/shift.2d.Rd
waveslim/man/dwt.2d.Rd
waveslim/man/wave.variance.Rd
waveslim/man/dwpt.Rd
waveslim/man/squared.gain.Rd
waveslim/man/find.adaptive.basis.Rd
waveslim/man/ibm.Rd
waveslim/man/up.sample.Rd
waveslim/man/mult.loc.Rd
waveslim/man/denoise.dwt.2d.Rd
waveslim/man/modwt.3d.Rd
waveslim/man/Dualtree.Rd
waveslim/man/stack.plot.Rd
waveslim/man/fdp.mle.Rd
waveslim/man/spp.mle.Rd
waveslim/man/dau.Rd
waveslim/man/wpt.test.Rd
waveslim/man/rotcumvar.Rd
waveslim/man/dualfilt1.Rd
waveslim/man/Selesnick.Rd
waveslim/man/tourism.Rd
waveslim/man/heavisine.Rd
waveslim/man/ortho.basis.Rd
waveslim/man/phase.shift.hilbert.Rd
waveslim/man/blocks.Rd
waveslim/man/linchirp.Rd
waveslim/man/wavelet.filter.Rd
waveslim/man/hilbert.filter.Rd
waveslim/man/nile.Rd
waveslim/man/my.acf.Rd
waveslim/man/exchange.Rd
waveslim/man/Farras.Rd
waveslim/man/dwpt.2d.Rd
waveslim/man/phase.shift.Rd
waveslim/man/cplxdual.Rd
waveslim/man/spp.var.Rd
waveslim/man/per.Rd
waveslim/man/mra.2d.Rd
waveslim/man/unemploy.Rd
waveslim/man/hosking.sim.Rd
waveslim/man/bandpass.Rd
waveslim/man/hilbert.Rd
waveslim/man/convolve2D.Rd
waveslim/man/brick.wall.Rd
waveslim/man/sine.taper.Rd
waveslim/man/sdf.Rd
waveslim/LICENSE