mwaved: Multichannel wavelet deconvolution with long memory using...

In jrwishart/mwaved: Multichannel Wavelet Deconvolution with Additive Long Memory Noise

Description

mwaved computes the Wavelet deconvolution estimate of a common signal present in multiple channels that have possible different levels of blur and additive error. More information about each function can be found in its help documentation.

Details

mwaved uses the WaveD wavelet deconvolution paradigm and is based on the waved R-package given by Raimondo and Stewart (2007). It generalises the approach by allowing a multichannel signal instead of a single channel signal and allows long memory errors within each channel (independent of each channel). See Kulik, Sapatinas and Wishart (2014) for theoretical results and a short numerical investigation. The mwaved package also uses the external C FFTW library described in Frigo and Johnson, (2005) to dramatically increase the speed of the computations. Detailed information and instructions for implementation are available at https://www.fftw.org.

References

Frigo, M and Johnson, S.G. (2005) The design and implementation of FFTW3, Proceedings of the IEEE 93, 216–231. doi: 10.1109/JPROC.2004.840301

Kulik, R., Sapatinas, T. and Wishart, J.R. (2014) Multichannel wavelet deconvolution with long range dependence. Upper bounds on the L_p risk Appl. Comput. Harmon. Anal. (to appear in). doi: 10.1016/j.acha.2014.04.004

Raimondo, M. and Stewart, M. (2007) The WaveD Transform in R: Performs Fast Translation-Invariant Wavelet Deconvolution, Journal of Statistical Software 21, 1–28 doi: 10.18637/jss.v021.i02

jrwishart/mwaved documentation built on Oct. 31, 2021, 6:16 p.m.