wavelet.analysis-package: Performing Wavelet Analysis
In ArcadeAntics/wavelet.analysis: Performing Wavelet Analysis

Description Author(s) References See Also Examples

A system for performing wavelet analysis, including discrete and continuous wavelet transforms, wavelet variance and covariance, and producing pretty plots.

Andrew Simmons

Maintainer: Andrew Simmons <akwsimmo@gmail.com>

Torrence and Compo 1998

Correction for Gabor (complex Morlet) wavelet

# There are three types of wavelets in wavelet.analysis: Gabor (complex Morlet),
# Paul, and DOG (Derivative Of Gaussian)


plot(Gabor(), -3, 3, n = 1001,
    xlab = "time", ylab = "", main = "frequency (\u03c3) = 6")
plot(Paul(), -3, 3, n = 1001,
    xlab = "time", ylab = "", main = "order (m) = 4")
plot(DOG(), -4, 4, n = 1001,
    xlab = "time", ylab = "", main = "derivative (m) = 2")


# Use WaveletTransform to calculate the wavelet transform of a data set


value <- WaveletTransform(rnorm(100), frequency = 32)


print(value)