# R/multiple.R In waveslim: Basic Wavelet Routines for One-, Two- and Three-dimensional Signal Processing

```rotcumvar <- function(x) {
x <- x[!is.na(x)]
n <- length(x)
plus <- 1:n/(n-1) - cumsum(x^2)/sum(x^2)
minus <- cumsum(x^2)/sum(x^2) - 0:(n-1)/(n-1)
pmax(abs(plus), abs(minus))
}

testing.hov <- function(x, wf, J, min.coef=128, debug=FALSE) {
n <- length(x)
change.points <- NULL

x.dwt <- dwt(x, wf, J)
x.dwt.bw <- brick.wall(x.dwt, wf, method="dwt")
x.modwt <- modwt(x, wf, J)
x.modwt.bw <- brick.wall(x.modwt, wf)

for(j in 1:J) {
cat("##### Level ", j, " #####", fill=TRUE)
Nj <- n/2^j
dwt.list <- list(dwt = (x.dwt.bw[[j]])[!is.na(x.dwt.bw[[j]])],
left = min((1:Nj)[!is.na(x.dwt.bw[[j]])]) + 1,
right = sum(!is.na(x.dwt.bw[[j]])))
modwt.list <- list(modwt = (x.modwt.bw[[j]])[!is.na(x.modwt.bw[[j]])],
left = min((1:n)[!is.na(x.modwt.bw[[j]])]) + 1,
right = sum(!is.na(x.modwt.bw[[j]])))
if(debug) cat("Starting recursion; using", dwt.list\$left,
"to", dwt.list\$right - 1, "...  ")
change.points <-
rbind(change.points,
mult.loc(dwt.list, modwt.list, wf, j, min.coef, debug))
}
dimnames(change.points) <-
list(NULL, c("level", "crit.value", "loc.dwt", "loc.modwt"))
return(change.points)
}

mult.loc <- function(dwt.list, modwt.list, wf, level, min.coef, debug)
{
Nj <- length(dwt.list\$dwt)
N <- length(modwt.list\$modwt)
crit <- 1.358
change.points <- NULL

if(Nj > min.coef) {
## test statistic using the DWT
P <- cumsum(dwt.list\$dwt^2) / sum(dwt.list\$dwt^2)
test.stat <- pmax((1:Nj) / (Nj-1) - P, P - (1:Nj - 1) / (Nj-1))
loc.dwt <- (1:Nj)[max(test.stat) == test.stat]
test.stat <- max(test.stat)

## location using the MODWT
P <- cumsum(modwt.list\$modwt^2) / sum(modwt.list\$modwt^2)
loc.stat <- pmax((1:N) / (N-1) - P, P - (1:N - 1) / (N-1))
loc.modwt <- (1:N)[max(loc.stat) == loc.stat]

if(test.stat > sqrt(2) * crit / sqrt(Nj)) {
if(debug) cat("Accepted!", fill=TRUE)
## Left
if(debug) cat("Going left; using", dwt.list\$left,
"to", loc.dwt + dwt.list\$left - 1, "...  ")
temp.dwt.list <- list(dwt = dwt.list\$dwt[1:(loc.dwt-1)],
left = dwt.list\$left,
right = loc.dwt + dwt.list\$left - 1)
temp.modwt.list <- list(modwt = modwt.list\$modwt[1:(loc.modwt-1)],
left = modwt.list\$left,
right = loc.modwt + modwt.list\$left - 1)
change.points <-
rbind(c(level, test.stat, loc.dwt + dwt.list\$left,
loc.modwt + modwt.list\$left),
Recall(temp.dwt.list, temp.modwt.list, wf, level, min.coef, debug))
## Right
if(debug) cat("Going right; using", loc.dwt + dwt.list\$left + 1,
"to", dwt.list\$right, "...  ")
temp.dwt.list <- list(dwt = dwt.list\$dwt[(loc.dwt+1):Nj],
left = loc.dwt + dwt.list\$left + 1,
right = dwt.list\$right)
temp.modwt.list <- list(modwt = modwt.list\$modwt[(loc.modwt+1):N],
left = loc.modwt + modwt.list\$left + 1,
right = modwt.list\$right)
change.points <-
rbind(change.points,
Recall(temp.dwt.list, temp.modwt.list, wf, level, min.coef, debug))
}
else
if(debug) cat("Rejected!", fill=TRUE)
}
else
if(debug) cat("Sample size does not exceed ", min.coef, "!",
sep="", fill=TRUE)

return(change.points)
}
```

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waveslim documentation built on May 2, 2019, 4:41 p.m.