dwt.hilbert: Discrete Hilbert Wavelet Transforms

View source: R/hilbert.R

dwt.hilbertR Documentation

Discrete Hilbert Wavelet Transforms

Description

The discrete Hilbert wavelet transforms (DHWTs) for seasonal and time-varying time series analysis. Transforms include the usual orthogonal (decimated), maximal-overlap (non-decimated) and maximal-overlap packet transforms.

Usage

dwt.hilbert(x, wf, n.levels = 4, boundary = "periodic", ...)

dwt.hilbert.nondyadic(x, ...)

idwt.hilbert(y)

modwt.hilbert(x, wf, n.levels = 4, boundary = "periodic", ...)

imodwt.hilbert(y)

modwpt.hilbert(x, wf, n.levels = 4, boundary = "periodic")

Arguments

x

Real-valued time series or vector of observations.

wf

Hilbert wavelet pair

n.levels

Number of levels (depth) of the wavelet transform.

boundary

Boundary treatment, currently only periodic and reflection.

...

Additional parametes to be passed on.

y

An object of S3 class dwt.hilbert.

Value

Hilbert wavelet transform object (list).

Author(s)

B. Whitcher

References

Selesnick, I. (200X). IEEE Signal Processing Magazine

Selesnick, I. (200X). IEEE Transactions in Signal Processing

Whither, B. and P.F. Craigmile (2004). Multivariate Spectral Analysis Using Hilbert Wavelet Pairs, International Journal of Wavelets, Multiresolution and Information Processing, 2(4), 567–587.

See Also

hilbert.filter


bjw34032/waveslim documentation built on Aug. 18, 2022, 2:36 p.m.