wmtsa: Wavelet Methods for Time Series Analysis

Share:

Software to book Wavelet Methods for Time Series Analysis, Donald B. Percival and Andrew T. Walden, Cambridge University Press, 2000.

Author
William Constantine and Donald Percival (Applied Physics Laboratory, University of Washington)
Date of publication
None
Maintainer
William Constantine <wlbconstan@gmail.com>
License
GPL-2
Version
1.1-0

View on R-Forge

Man pages

atomclock
Cesium Beam Atomic Clock Data
create.signalSeries
Converts various time series to an object of class
crystal.names
Generic function for obtaining crystal names of wavelet...
D.statistic
D-statistic
D.table
Critical D-statistic table generation
D.table.critical
Critical D-Statistic Table
ecg
Electrocardiogram Data
eda.plot
Generic function for generating extended data analysis plots
fdp045
Fractional Difference Process Data
holderSpectrum
The Holder spectrum of a time series
make.signal
Test signal generation
nile
Yearly Nile river level minima
ocean
Vertical Shear Ocean Data
oceansdf
SDF for ocean series
reconstruct
Reconstruction (inverse transform) of various wavelet...
wavBestBasis
DWPT Best basis selection
wavBootstrap
Adaptive wavelet-based bootstrapping
wavBoundary
Wavelet transform boundary coefficent identification
wavCWT
Continuous wavelet transform
wavCWTFilters
Frequency response of continuous wavelet transform filters
wavCWTPeaks
Peak detection in a time series via the CWT
wavCWTTree
Tree map of continuous wavelet transform extrema
wavDaubechies
Daubechies wavelet and scaling filters
wavDictionary
Constructor function for objects of class wavDictionary
wavDWPT
The discrete wavelet packet transform (DWPT)
wavDWPTWhitest
Seeks the whitest transform of a discrete wavelet packet...
wavDWT
The discrete wavelet transform (DWT)
wavEDOF
Equivalent degrees of freedom (EDOF) estimates for a...
wavFDP
Class constructor for block- and time-dependent wavelet-based...
wavFDPBand
Mid-octave spectral density function (SDF) estimation
wavFDPBlock
Block-dependent estimation of fractionally differenced (FD)...
wavFDPSDF
Spectral density function for a fractionally differenced...
wavFDPTime
Instantaneous estimation of fractionally differenced model...
wavGain
The gain functions for Daubechies wavelet and scaling filters
wavIndex
Boundary and interior wavelet coefficient identification
wavMaxLevel
Maximum decomposition level
wavMODWPT
The maximal overlap discrete wavelet packet transform...
wavMODWT
The maximal overlap discrete wavelet transform (MODWT)
wavMRD
Calculate the detail sequences for wavelet transform crystals
wavMRDSum
Partial summation of a multiresolution decomposition
wavPacketBasis
Extract wavelet packet basis from a DWPT
wavPacketIndices
Wavelet packet node indices
wavShift
Shifts wavelet transform coefficients for approximate zero...
wavShrink
Nonlinear denoising via wavelet shrinkage
wavSortCrystals
Sort wavelet transform crystal names
wavStackPlot
Generic function for generating stacked plots
wavStackPlot.default
Plot wavelet transform crystals
wavTitle
Extract the name of the data used to generate objects of...
wavTransform
Constructor function for objects of class wavTransform
wavVar
Discrete wavelet variance estimation
wavVarConfidence
Wavelet variance confidence intervals
wavVarTest
Homogeneity test for discrete wavelet transform crystals
wavZeroPhase
Zero phase shift factors for Daubechies symmlet and coiflet...

Files in this package

wmtsa
wmtsa/R
wmtsa/R/wav_boot.R
wmtsa/R/wav_coef.R
wmtsa/R/wav_fdp.R
wmtsa/R/wav_wtmm.R
wmtsa/R/wav_dict.R
wmtsa/R/wav_gnrc.R
wmtsa/R/wav_filt.R
wmtsa/R/wav_shrk.R
wmtsa/R/wav_mrd.R
wmtsa/R/wav_sig.R
wmtsa/R/wav_xform.R
wmtsa/R/wav_pkg.R
wmtsa/R/wav_plot.R
wmtsa/R/sysdata.rda
wmtsa/R/wav_var.R
wmtsa/R/wav_util.R
wmtsa/NAMESPACE
wmtsa/inst
wmtsa/inst/doc
wmtsa/inst/doc/wmtsa-manual.dvi
wmtsa/DESCRIPTION
wmtsa/man
wmtsa/man/wavPacketBasis.Rd
wmtsa/man/ocean.Rd
wmtsa/man/wavMRD.Rd
wmtsa/man/wavFDP.Rd
wmtsa/man/wavCWTPeaks.Rd
wmtsa/man/D.table.Rd
wmtsa/man/wavDWPTWhitest.Rd
wmtsa/man/wavStackPlot.Rd
wmtsa/man/D.table.critical.Rd
wmtsa/man/wavFDPBlock.Rd
wmtsa/man/eda.plot.Rd
wmtsa/man/nile.Rd
wmtsa/man/wavFDPTime.Rd
wmtsa/man/wavTransform.Rd
wmtsa/man/wavTitle.Rd
wmtsa/man/wavBestBasis.Rd
wmtsa/man/wavCWTTree.Rd
wmtsa/man/create.signalSeries.Rd
wmtsa/man/wavStackPlot.default.Rd
wmtsa/man/wavMRDSum.Rd
wmtsa/man/wavDWT.Rd
wmtsa/man/wavMaxLevel.Rd
wmtsa/man/wavMODWT.Rd
wmtsa/man/wavIndex.Rd
wmtsa/man/wavDictionary.Rd
wmtsa/man/wavFDPSDF.Rd
wmtsa/man/ecg.Rd
wmtsa/man/reconstruct.Rd
wmtsa/man/wavDWPT.Rd
wmtsa/man/D.statistic.Rd
wmtsa/man/wavZeroPhase.Rd
wmtsa/man/make.signal.Rd
wmtsa/man/wavVarConfidence.Rd
wmtsa/man/atomclock.Rd
wmtsa/man/wavPacketIndices.Rd
wmtsa/man/wavEDOF.Rd
wmtsa/man/wavSortCrystals.Rd
wmtsa/man/wavShrink.Rd
wmtsa/man/wavVar.Rd
wmtsa/man/wavMODWPT.Rd
wmtsa/man/wavShift.Rd
wmtsa/man/wavBoundary.Rd
wmtsa/man/wavDaubechies.Rd
wmtsa/man/wavBootstrap.Rd
wmtsa/man/wavCWTFilters.Rd
wmtsa/man/wavFDPBand.Rd
wmtsa/man/holderSpectrum.Rd
wmtsa/man/wavVarTest.Rd
wmtsa/man/wavCWT.Rd
wmtsa/man/wavGain.Rd
wmtsa/man/oceansdf.Rd
wmtsa/man/fdp045.Rd
wmtsa/man/crystal.names.Rd