rk: Reproducing Kernel of the Morlet Wavelet

In Dasonk/SOWAS: Software for Wavelet Analysis and Synthesis

Description

This funtion calculates the reproducing Kernel of the Morlet wavelet.

Usage

  rk(N = 1000, s = 8, noctave = 5, nvoice = 10,
    w0 = 2 * pi, plot = TRUE)

Arguments

N	length of time series (dt set to one!)
s	scale at which the r.k. is to be calculated
noctave	number of octaves
nvoice	number of voices per octave
w0	time/frequency resolution omega_0
plot	TRUE when grapical output desired

Details

This function calculates the reproducing kernel of the Morlet wavelet at a given scale, i.e. the internal correlations of the wavelet coefficients for white noise at this scale. These are responsible for the spurious patches in wavelet (cross) spectral analysis and are an intrinsic property of any time/frequency spectral analysis.

Value

Matrix of r.k. of dimension [N]x[nvoice*noctave+1]

Author(s)

D. Maraun

References

D. Maraun and J. Kurths, Nonlin. Proc. Geophys. 11: 505-514, 2004

See Also

cwt.ts

Examples

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Dasonk/SOWAS documentation built on May 6, 2019, 1:36 p.m.