dwt: Discrete Wavelet Transform

In SMAC-Group/wv: Wavelet Variance

Discrete Wavelet Transform

Description

Calculation of the coefficients for the discrete wavelet transformation

Usage

dwt(x, nlevels = floor(log2(length(x))), filter = "haar")

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

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

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

Author(s)

James Balamuta, Justin Lee and Stephane Guerrier

Examples

set.seed(999)
x = rnorm(2^8)
ret = dwt(x)

summary(ret)

plot(ret)

SMAC-Group/wv documentation built on Sept. 4, 2023, 5:15 a.m.