wavBoundary: Wavelet transform boundary coefficent identification

In wconstan/wmtsa: Wavelet Methods for Time Series Analysis

Description

A wavelet transform boundary coefficient is one subject to circular filter operations (or other boundary treatments). Conversely, the interior transform coefficients are those that are not affected by the imposed boundary treatment. The wavBoundary function separates the boundary coefficients from the interior wavelet transform coefficients.

Usage

wavBoundary(x)

Arguments

x	a DWT or MODWT transform object with class wavTransform.

Value

an object of class wavBoundary.

References

D. B. Percival and A. T. Walden, Wavelet Methods for Time Series Analysis, Cambridge University Press, 2000.

I. Daubechies, Orthonormal Bases of Compactly Supported Wavelets, Communications on Pure and, Applied Mathematics, 41, 909–96.

See Also

wavIndex, wavDWT, wavMODWT, wavShift.

Examples

## calculate the MODWT of the sunspots series 
W <- wavMODWT(sunspots)

## identify the boundary coefficients 
z <- wavBoundary(W)

## plot the results 
plot(wavShift(z))

## obtain a summary 
summary(z)

wconstan/wmtsa documentation built on May 4, 2019, 2:03 a.m.