dwt_cpp: Discrete Wavelet Transform

Description Usage Arguments Details Value Author(s)

View source: R/RcppExports.R

Description

Calculation of the coefficients for the discrete wavelet transformation.

Usage

1
dwt_cpp(x, filter_name, nlevels)

Arguments

x

A vector with dimensions N x 1.

filter_name

A string indicating the filter.

nlevels

An integer, J, indicating the level of the decomposition.

Details

Performs a level J decomposition of the time series using the pyramid algorithm

Value

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

Author(s)

James Balamuta and Justin Lee


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

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