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

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

Maximum Overlap Discrete Wavelet Transform Calculation of the coefficients for the discrete wavelet transformation

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\left(log_2 \left(length\left(x\right)\right)\right)

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 June 10, 2025, 6:10 a.m.