waveslim: Basic wavelet routines for one-, two- and three-dimensional signal processing
Version 1.7.5

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.

AuthorBrandon Whitcher
Date of publication2015-01-10 04:42:38
MaintainerBrandon Whitcher <bwhitcher@gmail.com>
LicenseBSD_3_clause + file LICENSE
Version1.7.5
URL http://waveslim.blogspot.com http://www2.imperial.ac.uk/~bwhitche/book
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("waveslim")

Popular man pages

basis: Produce Boolean Vector from Wavelet Basis Names
cplxdual: Dual-tree Complex 2D Discrete Wavelet Transform
mra: Multiresolution Analysis of Time Series
nile: Nile River Minima
shift.2d: Circularly Shift Matrices from a 2D MODWT
spin.covariance: Compute Wavelet Cross-Covariance Between Two Time Series
up.sample: Upsampling of a vector
See all...

All man pages Function index File listing

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

Functions

Files

tests
tests/Examples
tests/Examples/waveslim-Ex.Rout.save
src
src/dwt.h
src/dwt3.c
src/dwt.c
src/hosking.c
src/dwt2.c
src/bell-p-w.f
NAMESPACE
data
data/xbox.txt.bz2
data/exchange.rda
data/xbox.rda
data/tourism.rda
data/japan.rda
data/ibm.txt.gz
data/acvs.andel10.txt.xz
data/ibm.rda
data/cpi.rda
data/kobe.txt.bz2
data/japan.txt.gz
data/exchange.txt.xz
data/blocks.txt.gz
data/barbara.rda
data/doppler.txt.bz2
data/jumpsine.txt.gz
data/linchirp.rda
data/acvs.andel9.txt.xz
data/tourism.txt.gz
data/acvs.andel8.txt.xz
data/heavisine.txt.xz
data/ar1.rda
data/heavisine.rda
data/datalist
data/dau.txt.bz2
data/blocks.rda
data/acvs.andel10.rda
data/mexm.txt.xz
data/ar1.txt.gz
data/cpi.txt.xz
data/dau.rda
data/unemploy.rda
data/acvs.andel9.rda
data/nile.rda
data/acvs.andel11.rda
data/mexm.rda
data/jumpsine.rda
data/linchirp.txt.bz2
data/doppler.rda
data/barbara.txt.bz2
data/kobe.rda
data/acvs.andel11.txt.xz
data/acvs.andel8.rda
data/unemploy.txt.xz
R
R/sdf.R
R/dualtree2D.R
R/cascade.R
R/soft.R
R/dwt.R
R/dualtree.R
R/hilbert.R
R/mra.2d.R
R/cov.R
R/two_D.R
R/hosking.R
R/bishrink.R
R/dwpt.R
R/periodogram.R
R/wave.filter.R
R/denoise.R
R/shift.2d.R
R/cplxdual2D.R
R/tapers.R
R/multiple.R
R/fdp.R
R/spp.R
R/misc.R
R/up.sample.R
R/three_D.R
R/zzz.R
R/dwpt_boot.R
R/Anton.R
R/dwpt_sim.R
R/stack.plot.R
MD5
DESCRIPTION
man
man/mra.3d.Rd
man/Thresholding.Rd
man/dwt.Rd
man/qmf.Rd
man/barbara.Rd
man/dwpt.boot.Rd
man/dpss.taper.Rd
man/dwt.3d.Rd
man/kobe.Rd
man/ar1.Rd
man/japan.Rd
man/cpi.Rd
man/dwpt.sim.Rd
man/Andel.Rd
man/mexm.Rd
man/basis.Rd
man/doppler.Rd
man/jumpsine.Rd
man/testing.hov.Rd
man/spin.covariance.Rd
man/xbox.Rd
man/modwt.Rd
man/mra.Rd
man/modwt.2d.Rd
man/hwt.analysis.Rd
man/fb.Rd
man/wave.filter.Rd
man/plot.dwt.2d.Rd
man/shift.2d.Rd
man/dwt.2d.Rd
man/wave.variance.Rd
man/dwpt.Rd
man/squared.gain.Rd
man/find.adaptive.basis.Rd
man/ibm.Rd
man/up.sample.Rd
man/mult.loc.Rd
man/denoise.dwt.2d.Rd
man/modwt.3d.Rd
man/Dualtree.Rd
man/stack.plot.Rd
man/fdp.mle.Rd
man/spp.mle.Rd
man/dau.Rd
man/wpt.test.Rd
man/rotcumvar.Rd
man/dualfilt1.Rd
man/Selesnick.Rd
man/tourism.Rd
man/heavisine.Rd
man/ortho.basis.Rd
man/phase.shift.hilbert.Rd
man/blocks.Rd
man/linchirp.Rd
man/wavelet.filter.Rd
man/hilbert.filter.Rd
man/nile.Rd
man/my.acf.Rd
man/exchange.Rd
man/Farras.Rd
man/dwpt.2d.Rd
man/phase.shift.Rd
man/cplxdual.Rd
man/spp.var.Rd
man/per.Rd
man/mra.2d.Rd
man/unemploy.Rd
man/hosking.sim.Rd
man/bandpass.Rd
man/hilbert.Rd
man/convolve2D.Rd
man/brick.wall.Rd
man/sine.taper.Rd
man/sdf.Rd
LICENSE
waveslim documentation built on May 19, 2017, 1:08 p.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.