Given j, n, t are the decomposition level, oscillation index, and time index, respectively, the MODWPT is given by
W(j,n,t)=sum(u(n,l) * W(j1, floor(n/2), t  2^(j1) * l mod N))
The variable L is the length of the filters defined by
u(n,l)=g(l) / sqrt(2) if n mod 4=0 or 3; u(n,l)=h(l) / sqrt(2) if n mod 4=1 or 2; for l=0, ..., L1
where g and h are the scaling filter and wavelet filter, respectively. By definition, W(0,0,t)=X(t) where X is the original time series.
1 2 3 
x 
a vector containing a uniformlysampled realvalued time series. 
documentation 
a character string used to describe the input

n.levels 
the number of decomposition levels.
Default: 
position 
a 
title.data 
a character string representing the name of the input

units 
a string denoting the units of the time series. Default: 
wavelet 
a character string denoting the filter type. See 
an object of class wavTransform
.
D. B. Percival and A. T. Walden, Wavelet Methods for Time Series Analysis, Cambridge University Press, 2000.
reconstruct
, wavMRD
, wavMODWT
, wavDWT
, wavDWPT
, wavDaubechies
, wavShift
, wavZeroPhase
.
1 2 3 4 5 6 7 8 9 10 
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.
All documentation is copyright its authors; we didn't write any of that.