fwt: Fast Walsh Transform

In jrevenaugh/TSAUMN: Time Series Analysis Tools Used in ESCI5201 at the University of Minnesota

Description

Fast Walsh transform (aka "Sequency" order Hadamard)

Usage

fwt(x)

Arguments

x	vector of univariate sequence values; zero padded to next multiple of 2

Value

vector of Walsh transform coefficients

Examples

a <- arimaSim( n = 124, ar = 0.9, int = 1 )
H <- fwt( a )
plot( H, type = "l", xlab = "Index", ylab = "Coefficient" )

jrevenaugh/TSAUMN documentation built on Nov. 8, 2019, 2:20 p.m.