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

Files in this package

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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