dwt_cpp: Discrete Wavelet Transform

View source: R/RcppExports.R

dwt_cppR Documentation

Discrete Wavelet Transform

Description

Calculation of the coefficients for the discrete wavelet transformation.

Usage

dwt_cpp(x, filter_name, nlevels)

Arguments

x

A vector with dimensions N\times 1.

filter_name

A string indicating the filter.

nlevels

An integer, J, indicating the level of the decomposition.

Details

Performs a level J decomposition of the time series using the pyramid algorithm

Value

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

Author(s)

James Balamuta and Justin Lee


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