waveslim: Basic Wavelet Routines for One-, Two- and Three-dimensional Signal Processing

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.

AuthorBrandon Whitcher
Date of publication2015-01-10 11:46:16
MaintainerBrandon Whitcher <bwhitcher@gmail.com>
LicenseBSD_3_clause + file LICENSE
Version1.7.6
http://waveslim.blogspot.com, http://www2.imperial.ac.uk/~bwhitche/book

View on R-Forge

Man pages

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

Functions

acvs.andel10 Man page
acvs.andel11 Man page
acvs.andel8 Man page
acvs.andel9 Man page
afb Man page
afb2D Man page
afb2D.A Man page
AntonB Man page
ar1 Man page
bandpass.fdp Man page
bandpass.spp Man page
bandpass.spp2 Man page
bandpass.var.spp Man page
barbara Man page
basis Man page
bishrink Man page
blocks Man page
brick.wall Man page
convolve2D Man page
cpgram.test Man page
cpi Man page
cplxdual2D Man page
cshift Man page
cshift2D Man page
css.test Man page
da.thresh Man page
dau Man page
denoise.dwt.2d Man page
denoise.modwt.2d Man page
doppler Man page
dpss.taper Man page
dualfilt1 Man page
dualtree Man page
dualtree2D Man page
dwpt Man page
dwpt.2d Man page
dwpt.boot Man page
dwpt.brick.wall Man page
dwpt.sim Man page
dwt Man page
dwt.2d Man page
dwt.3d Man page
dwt.hilbert Man page
dwt.hilbert.nondyadic Man page
dwt.nondyadic Man page
entropy.test Man page
exchange Man page
farras Man page
fdp.mle Man page
fdp.sdf Man page
find.adaptive.basis Man page
FSfarras Man page
heavisine Man page
hilbert.filter Man page
hosking.sim Man page
hybrid.thresh Man page
Hypergeometric Man page
ibm Man page
icplxdual2D Man page
idualtree Man page
idualtree2D Man page
idwpt Man page
idwpt.2d Man page
idwt Man page
idwt.2d Man page
idwt.3d Man page
idwt.hilbert Man page
imodwt Man page
imodwt.2d Man page
imodwt.3d Man page
imodwt.hilbert Man page
japan Man page
jumpsine Man page
kobe Man page
linchirp Man page
manual.thresh Man page
mexm Man page
modhwt.coh Man page
modhwt.coh.seasonal Man page
modhwt.phase Man page
modhwt.phase.seasonal Man page
modwpt Man page
modwpt.2d Man page
modwpt.hilbert Man page
modwt Man page
modwt.2d Man page
modwt.3d Man page
modwt.hilbert Man page
mra Man page
mra.2d Man page
mra.3d Man page
mult.loc Man page
my.acf Man page
my.ccf Man page
nile Man page
ortho.basis Man page
per Man page
phase.shift Man page
phase.shift.hilbert Man page
phase.shift.hilbert.packet Man page
phase.shift.packet Man page
plot.dwt.2d Man page
pm Man page
portmanteau.test Man page
qmf Man page
rotcumvar Man page
sfb Man page
sfb2D Man page
sfb2D.A Man page
sfd.sdf Man page
shift.2d Man page
sine.taper Man page
soft Man page
spin.correlation Man page
spin.covariance Man page
spp2.mle Man page
spp2.sdf Man page
spp.mle Man page
spp.sdf Man page
spp.var Man page
squared.gain Man page
stackPlot Man page
sure.thresh Man page
testing.hov Man page
Thresholding Man page
tourism Man page
unemploy Man page
universal.thresh Man page
universal.thresh.modwt Man page
up.sample Man page
wave.correlation Man page
wave.covariance Man page
wave.filter Man page
wavelet.filter Man page
wave.variance Man page
xbox Man page

Files

DESCRIPTION
LICENSE
NAMESPACE
R
R/Anton.R R/bishrink.R R/cascade.R R/cov.R R/cplxdual2D.R R/denoise.R R/dualtree.R R/dualtree2D.R R/dwpt.R R/dwpt_boot.R R/dwpt_sim.R R/dwt.R R/fdp.R R/hilbert.R R/hosking.R R/misc.R R/mra.2d.R R/multiple.R R/periodogram.R R/sdf.R R/shift.2d.R R/soft.R R/spp.R R/stack.plot.R R/tapers.R R/three_D.R R/two_D.R R/up.sample.R R/wave.filter.R R/zzz.R
data
data/acvs.andel10.rda
data/acvs.andel10.txt.gz
data/acvs.andel11.rda
data/acvs.andel11.txt.gz
data/acvs.andel8.rda
data/acvs.andel8.txt.gz
data/acvs.andel9.rda
data/acvs.andel9.txt.gz
data/ar1.rda
data/ar1.txt.gz
data/barbara.rda
data/barbara.txt.gz
data/blocks.rda
data/blocks.txt.gz
data/cpi.rda
data/cpi.txt.gz
data/datalist
data/dau.rda
data/dau.txt.gz
data/doppler.rda
data/doppler.txt.gz
data/exchange.rda
data/exchange.txt.gz
data/heavisine.rda
data/heavisine.txt.gz
data/ibm.rda
data/ibm.txt.gz
data/japan.rda
data/japan.txt.gz
data/jumpsine.rda
data/jumpsine.txt.gz
data/kobe.rda
data/kobe.txt.gz
data/linchirp.rda
data/linchirp.txt.gz
data/mexm.rda
data/mexm.txt.gz
data/nile.rda
data/tourism.rda
data/tourism.txt.gz
data/unemploy.rda
data/unemploy.txt.gz
data/xbox.rda
data/xbox.txt.gz
man
man/Andel.Rd man/Dualtree.Rd man/Farras.Rd man/Selesnick.Rd man/Thresholding.Rd man/ar1.Rd man/bandpass.Rd man/barbara.Rd man/basis.Rd man/blocks.Rd man/brick.wall.Rd man/convolve2D.Rd man/cpi.Rd man/cplxdual.Rd man/dau.Rd man/denoise.dwt.2d.Rd man/doppler.Rd man/dpss.taper.Rd man/dualfilt1.Rd man/dwpt.2d.Rd man/dwpt.Rd man/dwpt.boot.Rd man/dwpt.sim.Rd man/dwt.2d.Rd man/dwt.3d.Rd man/dwt.Rd man/exchange.Rd man/fb.Rd man/fdp.mle.Rd man/find.adaptive.basis.Rd man/heavisine.Rd man/hilbert.Rd man/hilbert.filter.Rd man/hosking.sim.Rd man/hwt.analysis.Rd man/ibm.Rd man/japan.Rd man/jumpsine.Rd man/kobe.Rd man/linchirp.Rd man/mexm.Rd man/modwt.2d.Rd man/modwt.3d.Rd man/modwt.Rd man/mra.2d.Rd man/mra.3d.Rd man/mra.Rd man/mult.loc.Rd man/my.acf.Rd man/nile.Rd man/ortho.basis.Rd man/per.Rd man/phase.shift.Rd man/phase.shift.hilbert.Rd man/plot.dwt.2d.Rd man/qmf.Rd man/rotcumvar.Rd man/sdf.Rd man/shift.2d.Rd man/sine.taper.Rd man/spin.covariance.Rd man/spp.mle.Rd man/spp.var.Rd man/squared.gain.Rd man/stack.plot.Rd man/testing.hov.Rd man/tourism.Rd man/unemploy.Rd man/up.sample.Rd man/wave.filter.Rd man/wave.variance.Rd man/wavelet.filter.Rd man/wpt.test.Rd man/xbox.Rd
src
src/bell-p-w.f
src/dwt.c
src/dwt.h
src/dwt2.c
src/dwt3.c
src/hosking.c
tests
tests/Examples
tests/Examples/waveslim-Ex.Rout.save

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.