modwt: Maximum Overlap Discrete Wavelet Transform Calculation of the...

In SMAC-Group/gmwm: Generalized Method of Wavelet Moments

Description

Maximum Overlap Discrete Wavelet Transform

Calculation of the coefficients for the discrete wavelet transformation

Usage

modwt(x, nlevels = floor(log2(length(x))), filter = "haar",
  boundary = "periodic", bw = TRUE)

Arguments

x	A vector with dimensions N x 1.
nlevels	A integer indicating the J levels of decomposition.
filter	A string indicating the filter name
boundary	A string indicating whether the filter is: "periodic" or "reflection".
bw	A boolean indicating whether to remove (TRUE) or keep (FALSE) boundary wavelet coefficients

Details

Performs a level J decomposition of the time series using the pyramid algorithm. The default J is determined by floor(log2(length(x)))

Value

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

Author(s)

JJB

Examples

set.seed(999)
x = rnorm(100)
a = modwt(x)

SMAC-Group/gmwm documentation built on Sept. 11, 2021, 10:06 a.m.