modwt_cpp | R Documentation |
Calculation of the coefficients for the discrete wavelet transformation
modwt_cpp(x, filter_name, nlevels)
x |
A |
filter_name |
A |
nlevels |
An |
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.
y A field<vec>
that contains the wavelet coefficients for each decomposition level
James Balamuta and Justin Lee
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