wmtsa: Wavelet Methods for Time Series Analysis

Software to book Wavelet Methods for Time Series Analysis, Donald B. Percival and Andrew T. Walden, Cambridge University Press, 2000.

AuthorWilliam Constantine [cre, aut], Donald Percival [aut]
Date of publication2016-06-09 06:18:09
MaintainerWilliam Constantine <wlbconstan@gmail.com>
LicenseGPL-2
Version2.0-2

View on CRAN

Man pages

atomclock: Cesium Beam Atomic Clock Data

create.signalSeries: Converts various time series to an object of class

crystal.names: Generic function for obtaining crystal names of wavelet...

D.statistic: D-statistic

D.table: Critical D-statistic table generation

D.table.critical: Critical D-Statistic Table

ecg: Electrocardiogram Data

eda.plot: Generic function for generating extended data analysis plots

fdp045: Fractional Difference Process Data

holderSpectrum: The Holder spectrum of a time series

make.signal: Test signal generation

nile: Yearly Nile river level minima

ocean: Vertical Shear Ocean Data

oceansdf: SDF for ocean series

reconstruct: Reconstruction (inverse transform) of various wavelet...

wavBestBasis: DWPT Best basis selection

wavBootstrap: Adaptive wavelet-based bootstrapping

wavBoundary: Wavelet transform boundary coefficent identification

wavCWT: Continuous wavelet transform

wavCWTFilters: Frequency response of continuous wavelet transform filters

wavCWTPeaks: Peak detection in a time series via the CWT

wavCWTTree: Tree map of continuous wavelet transform extrema

wavDaubechies: Daubechies wavelet and scaling filters

wavDictionary: Constructor function for objects of class wavDictionary

wavDWPT: The discrete wavelet packet transform (DWPT)

wavDWPTWhitest: Seeks the whitest transform of a discrete wavelet packet...

wavDWT: The discrete wavelet transform (DWT)

wavEDOF: Equivalent degrees of freedom (EDOF) estimates for a...

wavFDP: Class constructor for block- and time-dependent wavelet-based...

wavFDPBand: Mid-octave spectral density function (SDF) estimation

wavFDPBlock: Block-dependent estimation of fractionally differenced (FD)...

wavFDPSDF: Spectral density function for a fractionally differenced...

wavFDPTime: Instantaneous estimation of fractionally differenced model...

wavGain: The gain functions for Daubechies wavelet and scaling filters

wavIndex: Boundary and interior wavelet coefficient identification

wavMaxLevel: Maximum decomposition level

wavMODWPT: The maximal overlap discrete wavelet packet transform...

wavMODWT: The maximal overlap discrete wavelet transform (MODWT)

wavMRD: Calculate the detail sequences for wavelet transform crystals

wavMRDSum: Partial summation of a multiresolution decomposition

wavPacketBasis: Extract wavelet packet basis from a DWPT

wavPacketIndices: Wavelet packet node indices

wavShift: Shifts wavelet transform coefficients for approximate zero...

wavShrink: Nonlinear denoising via wavelet shrinkage

wavSortCrystals: Sort wavelet transform crystal names

wavStackPlot: Generic function for generating stacked plots

wavStackPlot.default: Plot wavelet transform crystals

wavTitle: Extract the name of the data used to generate objects of...

wavTransform: Constructor function for objects of class wavTransform

wavVar: Discrete wavelet variance estimation

wavVarConfidence: Wavelet variance confidence intervals

wavVarTest: Homogeneity test for discrete wavelet transform crystals

wavZeroPhase: Zero phase shift factors for Daubechies symmlet and coiflet...

Files in this package

wmtsa
wmtsa/NAMESPACE
wmtsa/R
wmtsa/R/wav_wtmm.R wmtsa/R/wav_filt.R wmtsa/R/wav_mrd.R wmtsa/R/wav_xform.R wmtsa/R/wav_gnrc.R
wmtsa/R/sysdata.rda
wmtsa/R/wav_boot.R wmtsa/R/wav_fdp.R wmtsa/R/wav_util.R wmtsa/R/wav_coef.R wmtsa/R/wav_sig.R wmtsa/R/wav_plot.R wmtsa/R/wav_pkg.R wmtsa/R/wav_var.R wmtsa/R/wav_shrk.R wmtsa/R/wav_dict.R
wmtsa/README.md
wmtsa/MD5
wmtsa/DESCRIPTION
wmtsa/man
wmtsa/man/wavCWTFilters.Rd wmtsa/man/D.table.critical.Rd wmtsa/man/D.statistic.Rd wmtsa/man/wavStackPlot.Rd wmtsa/man/wavFDPBlock.Rd wmtsa/man/wavBestBasis.Rd wmtsa/man/wavFDPSDF.Rd wmtsa/man/oceansdf.Rd wmtsa/man/wavMRDSum.Rd wmtsa/man/wavMODWT.Rd wmtsa/man/wavMODWPT.Rd wmtsa/man/wavDaubechies.Rd wmtsa/man/wavCWTTree.Rd wmtsa/man/wavPacketIndices.Rd wmtsa/man/wavMRD.Rd wmtsa/man/ecg.Rd wmtsa/man/create.signalSeries.Rd wmtsa/man/wavBootstrap.Rd wmtsa/man/wavFDP.Rd wmtsa/man/eda.plot.Rd wmtsa/man/make.signal.Rd wmtsa/man/wavDWPT.Rd wmtsa/man/wavZeroPhase.Rd wmtsa/man/wavIndex.Rd wmtsa/man/wavPacketBasis.Rd wmtsa/man/wavCWT.Rd wmtsa/man/wavShift.Rd wmtsa/man/wavEDOF.Rd wmtsa/man/atomclock.Rd wmtsa/man/nile.Rd wmtsa/man/wavVarTest.Rd wmtsa/man/wavDWT.Rd wmtsa/man/wavVar.Rd wmtsa/man/wavMaxLevel.Rd wmtsa/man/wavFDPTime.Rd wmtsa/man/wavCWTPeaks.Rd wmtsa/man/wavStackPlot.default.Rd wmtsa/man/wavTransform.Rd wmtsa/man/holderSpectrum.Rd wmtsa/man/D.table.Rd wmtsa/man/reconstruct.Rd wmtsa/man/fdp045.Rd wmtsa/man/wavBoundary.Rd wmtsa/man/wavVarConfidence.Rd wmtsa/man/wavDictionary.Rd wmtsa/man/wavDWPTWhitest.Rd wmtsa/man/wavTitle.Rd wmtsa/man/wavGain.Rd wmtsa/man/wavFDPBand.Rd wmtsa/man/wavShrink.Rd wmtsa/man/ocean.Rd wmtsa/man/wavSortCrystals.Rd wmtsa/man/crystal.names.Rd

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

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