Description Usage Arguments Value References See Also Examples
Returns the frequency response of a continuous wavelet filter. The choices for filters are limited to Haar, Gaussian, and Morlet families.
1 2 |
frequency |
a numeric vector denoting the frequencies (in rad/sec) over which the
frequency response function for the specified wavelet should be evaluated.
Default: |
shift |
the frequency shift w0 of the Morlet wavelet. Default: |
times |
a numeric vector of values corresponding to times at which the
specified filter should be evaluated. If not |
variance |
the variance of a Gaussian PDF. Used only for the (derivatives of) Guassian filters.
Default: |
wavelet |
a character string denoting the wavelet filter.
Choices are "haar", "gaussian1", "gaussian2", and "morlet",
where |
the frequency response corresponding to the input frequencies.
D. B. Percival and A. T. Walden, Wavelet Methods for Time Series Analysis, Cambridge University Press, 2000.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 | ## set the plot grid
old.plt <- ifultools::splitplot(2,2,1)
## create a frequency vector
w <- seq(-10,10,length=1000)
## calculate the frequency responses for various
## mother wavelets and plot the results
wavelets <- c("haar", "gaussian1", "gaussian2", "morlet")
for (i in seq(wavelets)){
if (i > 1) ifultools::splitplot(2,2,i)
filt <- wavelets[i]
plot(w, abs(wavCWTFilters(wavelet=filt, frequency=w)),
ylab="|Psi(w)|", xlab="frequency", type="l")
title(filt)
}
par(old.plt)
|
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