modwt | R Documentation |
Calculates the coefficients for the discrete wavelet transformation
modwt(x, nlevels = floor(log2(length(x) - 1)), filter = "haar")
x |
A |
nlevels |
A |
filter |
A |
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)
A field<vec>
that contains the wavelet coefficients for each decomposition level
James Balamuta, Justin Lee and Stephane Guerrier
set.seed(999)
x = rnorm(100)
ret = modwt(x)
summary(ret)
plot(ret)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.