make.dwwt | R Documentation |
Computes the values which specify the covariance structure of complex-valued wavelet coefficients.
make.dwwt(nlevels, filter.number = 3.1, family = "LinaMayrand")
nlevels |
The number of levels of the wavelet decomposition. |
filter.number , family |
Specifies the wavelet used; see filter.select for more details. |
If real-valued signals are decomposed by a discrete wavelet transform using a complex-valued Daubechies wavelet (as described by Lina & Mayrand (1995)), the resulting coefficients are complex-valued. The covariance structure of these coefficients are determined by the diagonal entries of the matrix
WW^T
. This function computes these values for use in shrinkage. For more details, see Barber & Nason (2004)
A vector giving the diagonal elements of WW^T
.
Part of the CThresh addon to WaveThresh. Copyright Stuart Barber and Guy Nason 2004.
Stuart Barber
cthresh
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