dwt: Discrete Wavelet Transform

Description Usage Arguments Details Value Author(s) Examples

View source: R/dwt.R

Description

Calculation of the coefficients for the discrete wavelet transformation

Usage

1
dwt(x, nlevels = floor(log2(length(x))), filter = "haar")

Arguments

x

A vector with dimensions N x 1.

nlevels

A integer indicating the J levels of decomposition.

filter

A string indicating the filter name

Details

Performs a level J decomposition of the time series using the pyramid algorithm. The default J is determined by floor(log2(length(x)))

Value

A field<vec> that contains the wavelet coefficients for each decomposition level

Author(s)

James Balamuta, Justin Lee and Stephane Guerrier

Examples

1
2
3
4
5
6
7
set.seed(999)
x = rnorm(2^8)
ret = dwt(x)

summary(ret)

plot(ret)

wv documentation built on Jan. 17, 2020, 1:07 a.m.

Related to dwt in wv...