modwt_cpp: Maximum Overlap 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
modwt_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. Use this implementation to supply custom parameters instead of modwt(x), which serves as a wrapper function.

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.

Related to modwt_cpp in wv...