func_coef: Haar wavelet coefficients

Description Usage Arguments Value Author(s)

Description

Computes the Haar wavelet coefficients of input time series matrix at a given scale via filtering.

Usage

1

Arguments

z

input time series matrix

scale

a negative integer representing the wavelet scale

Value

A matrix containing Haar wavelet coefficients of each time series as its row

Author(s)

Haeran Cho


markov10000/factorcpt documentation built on Feb. 4, 2022, 8:55 a.m.