Basic wavelet routines for time series (1D), image (2D) and array (3D) analysis. The code provided here is based on wavelet methodology developed in Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001); the dual-tree complex wavelet transform (DTCWT) from Kingsbury (1999, 2001) as implemented by Selesnick; and Hilbert wavelet pairs (Selesnick 2001, 2002). All figures in chapters 4-7 of GSW (2001) are reproducible using this package and R code available at the book website(s) below.

Author | Brandon Whitcher |

Date of publication | 2015-01-10 11:46:16 |

Maintainer | Brandon Whitcher <bwhitcher@gmail.com> |

License | BSD_3_clause + file LICENSE |

Version | 1.7.6 |

http://waveslim.blogspot.com, http://www2.imperial.ac.uk/~bwhitche/book |

**Andel:** Autocovariance and Autocorrelation Sequences for a Seasonal...

**ar1:** Simulated AR(1) Series

**bandpass:** Bandpass Variance for Long-Memory Processes

**barbara:** Barbara Test Image

**basis:** Produce Boolean Vector from Wavelet Basis Names

**blocks:** A Piecewise-Constant Function

**brick.wall:** Replace Boundary Wavelet Coefficients with Missing Values

**convolve2D:** Fast Column-wise Convolution of a Matrix

**cpi:** U.S. Consumer Price Index

**cplxdual:** Dual-tree Complex 2D Discrete Wavelet Transform

**dau:** Digital Photograph of Ingrid Daubechies

**denoise.dwt.2d:** Denoise an Image via the 2D Discrete Wavelet Transform

**doppler:** Sinusoid with Changing Amplitude and Frequency

**dpss.taper:** Calculating Thomson's Spectral Multitapers by Inverse...

**dualfilt1:** Kingsbury's Q-filters for the Dual-Tree Complex DWT

**Dualtree:** Dual-tree Complex Discrete Wavelet Transform

**dwpt:** (Inverse) Discrete Wavelet Packet Transforms

**dwpt.2d:** (Inverse) Discrete Wavelet Packet Transforms in Two...

**dwpt.boot:** Bootstrap Time Series Using the DWPT

**dwpt.sim:** Simulate Seasonal Persistent Processes Using the DWPT

**dwt:** Discrete Wavelet Transform (DWT)

**dwt.2d:** Two-Dimensional Discrete Wavelet Transform

**dwt.3d:** Three Dimensional Separable Discrete Wavelet Transform

**exchange:** Exchange Rates Between the Deutsche Mark, Japanese Yen and...

**Farras:** Farras nearly symmetric filters

**fb:** Filter Banks for Dual-Tree Wavelet Transforms

**fdp.mle:** Wavelet-based Maximum Likelihood Estimation for a Fractional...

**find.adaptive.basis:** Determine an Orthonormal Basis for the Discrete Wavelet...

**heavisine:** Sine with Jumps at 0.3 and 0.72

**hilbert:** Discrete Hilbert Wavelet Transforms

**hilbert.filter:** Select a Hilbert Wavelet Pair

**hosking.sim:** Generate Stationary Gaussian Process Using Hosking's Method

**hwt.analysis:** Time-varying and Seasonal Analysis Using Hilbert Wavelet...

**ibm:** Daily IBM Stock Prices

**japan:** Japanese Gross National Product

**jumpsine:** Sine with Jumps at 0.625 and 0.875

**kobe:** 1995 Kobe Earthquake Data

**linchirp:** Linear Chirp

**mexm:** Mexican Money Supply

**modwt:** (Inverse) Maximal Overlap Discrete Wavelet Transform

**modwt.2d:** Two-Dimensional Maximal Overlap Discrete Wavelet Transform

**modwt.3d:** Three Dimensional Separable Maximal Ovelrap Discrete Wavelet...

**mra:** Multiresolution Analysis of Time Series

**mra.2d:** Multiresolution Analysis of an Image

**mra.3d:** Three Dimensional Multiresolution Analysis

**mult.loc:** Wavelet-based Testing and Locating for Variance Change Points

**my.acf:** Autocovariance Functions via the Discrete Fourier Transform

**nile:** Nile River Minima

**ortho.basis:** Derive Orthonormal Basis from Wavelet Packet Tree

**per:** Periodogram

**phase.shift:** Phase Shift Wavelet Coefficients

**phase.shift.hilbert:** Phase Shift for Hilbert Wavelet Coefficients

**plot.dwt.2d:** Plot Two-dimensional Discrete Wavelet Transform

**qmf:** Quadrature Mirror Filter

**rotcumvar:** Rotated Cumulative Variance

**sdf:** Spectral Density Functions for Long-Memory Processes

**Selesnick:** Miscellaneous Functions for Dual-Tree Wavelet Software

**shift.2d:** Circularly Shift Matrices from a 2D MODWT

**sine.taper:** Computing Sinusoidal Data Tapers

**spin.covariance:** Compute Wavelet Cross-Covariance Between Two Time Series

**spp.mle:** Wavelet-based Maximum Likelihood Estimation for Seasonal...

**spp.var:** Variance of a Seasonal Persistent Process

**squared.gain:** Squared Gain Function of a Filter

**stack.plot:** Stack Plot

**testing.hov:** Testing for Homogeneity of Variance

**Thresholding:** Wavelet Shrinkage via Thresholding

**tourism:** U.S. Tourism

**unemploy:** U.S. Unemployment

**up.sample:** Upsampling of a vector

**wave.filter:** Select a Wavelet Filter

**wavelet.filter:** Higher-Order Wavelet Filters

**wave.variance:** Wavelet Analysis of Univariate/Bivariate Time Series

**wpt.test:** Testing the Wavelet Packet Tree for White Noise

**xbox:** Image with Box and X

waveslim/DESCRIPTION

waveslim/LICENSE

waveslim/NAMESPACE

waveslim/R

waveslim/R/Anton.R
waveslim/R/bishrink.R
waveslim/R/cascade.R
waveslim/R/cov.R
waveslim/R/cplxdual2D.R
waveslim/R/denoise.R
waveslim/R/dualtree.R
waveslim/R/dualtree2D.R
waveslim/R/dwpt.R
waveslim/R/dwpt_boot.R
waveslim/R/dwpt_sim.R
waveslim/R/dwt.R
waveslim/R/fdp.R
waveslim/R/hilbert.R
waveslim/R/hosking.R
waveslim/R/misc.R
waveslim/R/mra.2d.R
waveslim/R/multiple.R
waveslim/R/periodogram.R
waveslim/R/sdf.R
waveslim/R/shift.2d.R
waveslim/R/soft.R
waveslim/R/spp.R
waveslim/R/stack.plot.R
waveslim/R/tapers.R
waveslim/R/three_D.R
waveslim/R/two_D.R
waveslim/R/up.sample.R
waveslim/R/wave.filter.R
waveslim/R/zzz.R
waveslim/data

waveslim/data/acvs.andel10.rda

waveslim/data/acvs.andel10.txt.gz

waveslim/data/acvs.andel11.rda

waveslim/data/acvs.andel11.txt.gz

waveslim/data/acvs.andel8.rda

waveslim/data/acvs.andel8.txt.gz

waveslim/data/acvs.andel9.rda

waveslim/data/acvs.andel9.txt.gz

waveslim/data/ar1.rda

waveslim/data/ar1.txt.gz

waveslim/data/barbara.rda

waveslim/data/barbara.txt.gz

waveslim/data/blocks.rda

waveslim/data/blocks.txt.gz

waveslim/data/cpi.rda

waveslim/data/cpi.txt.gz

waveslim/data/datalist

waveslim/data/dau.rda

waveslim/data/dau.txt.gz

waveslim/data/doppler.rda

waveslim/data/doppler.txt.gz

waveslim/data/exchange.rda

waveslim/data/exchange.txt.gz

waveslim/data/heavisine.rda

waveslim/data/heavisine.txt.gz

waveslim/data/ibm.rda

waveslim/data/ibm.txt.gz

waveslim/data/japan.rda

waveslim/data/japan.txt.gz

waveslim/data/jumpsine.rda

waveslim/data/jumpsine.txt.gz

waveslim/data/kobe.rda

waveslim/data/kobe.txt.gz

waveslim/data/linchirp.rda

waveslim/data/linchirp.txt.gz

waveslim/data/mexm.rda

waveslim/data/mexm.txt.gz

waveslim/data/nile.rda

waveslim/data/tourism.rda

waveslim/data/tourism.txt.gz

waveslim/data/unemploy.rda

waveslim/data/unemploy.txt.gz

waveslim/data/xbox.rda

waveslim/data/xbox.txt.gz

waveslim/man

waveslim/man/Andel.Rd
waveslim/man/Dualtree.Rd
waveslim/man/Farras.Rd
waveslim/man/Selesnick.Rd
waveslim/man/Thresholding.Rd
waveslim/man/ar1.Rd
waveslim/man/bandpass.Rd
waveslim/man/barbara.Rd
waveslim/man/basis.Rd
waveslim/man/blocks.Rd
waveslim/man/brick.wall.Rd
waveslim/man/convolve2D.Rd
waveslim/man/cpi.Rd
waveslim/man/cplxdual.Rd
waveslim/man/dau.Rd
waveslim/man/denoise.dwt.2d.Rd
waveslim/man/doppler.Rd
waveslim/man/dpss.taper.Rd
waveslim/man/dualfilt1.Rd
waveslim/man/dwpt.2d.Rd
waveslim/man/dwpt.Rd
waveslim/man/dwpt.boot.Rd
waveslim/man/dwpt.sim.Rd
waveslim/man/dwt.2d.Rd
waveslim/man/dwt.3d.Rd
waveslim/man/dwt.Rd
waveslim/man/exchange.Rd
waveslim/man/fb.Rd
waveslim/man/fdp.mle.Rd
waveslim/man/find.adaptive.basis.Rd
waveslim/man/heavisine.Rd
waveslim/man/hilbert.Rd
waveslim/man/hilbert.filter.Rd
waveslim/man/hosking.sim.Rd
waveslim/man/hwt.analysis.Rd
waveslim/man/ibm.Rd
waveslim/man/japan.Rd
waveslim/man/jumpsine.Rd
waveslim/man/kobe.Rd
waveslim/man/linchirp.Rd
waveslim/man/mexm.Rd
waveslim/man/modwt.2d.Rd
waveslim/man/modwt.3d.Rd
waveslim/man/modwt.Rd
waveslim/man/mra.2d.Rd
waveslim/man/mra.3d.Rd
waveslim/man/mra.Rd
waveslim/man/mult.loc.Rd
waveslim/man/my.acf.Rd
waveslim/man/nile.Rd
waveslim/man/ortho.basis.Rd
waveslim/man/per.Rd
waveslim/man/phase.shift.Rd
waveslim/man/phase.shift.hilbert.Rd
waveslim/man/plot.dwt.2d.Rd
waveslim/man/qmf.Rd
waveslim/man/rotcumvar.Rd
waveslim/man/sdf.Rd
waveslim/man/shift.2d.Rd
waveslim/man/sine.taper.Rd
waveslim/man/spin.covariance.Rd
waveslim/man/spp.mle.Rd
waveslim/man/spp.var.Rd
waveslim/man/squared.gain.Rd
waveslim/man/stack.plot.Rd
waveslim/man/testing.hov.Rd
waveslim/man/tourism.Rd
waveslim/man/unemploy.Rd
waveslim/man/up.sample.Rd
waveslim/man/wave.filter.Rd
waveslim/man/wave.variance.Rd
waveslim/man/wavelet.filter.Rd
waveslim/man/wpt.test.Rd
waveslim/man/xbox.Rd
waveslim/src

waveslim/src/bell-p-w.f

waveslim/src/dwt.c

waveslim/src/dwt.h

waveslim/src/dwt2.c

waveslim/src/dwt3.c

waveslim/src/hosking.c

waveslim/tests

waveslim/tests/Examples

waveslim/tests/Examples/waveslim-Ex.Rout.save

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