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

Description Usage Arguments Details Value References See Also Examples

Description

Daubechies coiflet and symmlet filters are approximate linear phase filters. Consequently, the wavelet and scaling coefficients of the DWT and MODWT can be circularly shifted for approximate zero phase alignment with the original time series. This function calculates the circular shift factors needed to bring the wavelet and scaling coefficients to approximate zero phase.

Usage

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wavZeroPhase(wavelet="s8", levels=1:3)

Arguments

levels

an integer vector containing the decomposition levels. Default: 1:3.

wavelet

a character string denoting the filter type. See wavDaubechies for details. Default: "s8".

Details

Only relevant for DWT or MODWT definitions as given in the above reference and is valid only for Daubechies symmlet and coiflet filters.

Value

a list containing the shifts for each crystal of a DWTor MODWT for the specified decomposition levels. A negative shift factor implies an advance (circular shift to the left) of the wavelet transform crystals.

References

D. B. Percival and A. T. Walden, Wavelet Methods for Time Series Analysis, Cambridge University Press, 2000.

See Also

wavDaubechies, wavDWT, wavMODWT, wavShift.

Examples

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## calculate the zero phase shift factors for 
## Daubechies coiflet 12-tap filters for levels 
## 2 and 4. 
wavZeroPhase(wavelet="c12", levels=c(2,4))

wmtsa documentation built on May 29, 2017, 10:33 p.m.

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