wvmoments: Compute moments of wavelets or scaling function

In wavethresh: Wavelets Statistics and Transforms

Compute moments of wavelets or scaling function

Description

Numerically compute moments of wavelets or scaling function

Usage

wvmoments(filter.number = 10, family = "DaubLeAsymm", moment = 0,
    scaling.function = FALSE)

Arguments

filter.number	The smoothness of wavelet or scaling function to compute moments for, see filter.select
family	The wavelet family to use, see filter.select
moment	The moment to compute
scaling.function	If FALSE then a wavelet is used in the moment calculation, alternatively if TRUE the associated scaling function is used.

Details

Given a wavelet \psi(x) this function computes the mth moment \int x^m \psi(x) \, dx.

Note that for low order moments the integration function often fails for the usual numerical reasons (this never happened in S!). It might be that fiddling with the tolerances will improve this situation.

Value

An object of class integrate containing the integral and other pieces of interesting information about the moments calculation.

Author(s)

G P Nason

See Also

draw.default

Examples

wvmoments(filter.number=5, family="DaubExPhase", moment=5)
#-1.317600 with absolute error < 7.5e-05

wavethresh documentation built on Sept. 11, 2024, 9:33 p.m.