reconstruct: Reconstruction (inverse transform) of various wavelet transforms

Description

Inverts a discrete wavelet transform, mapping the data back into the time domain.

Usage

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Arguments

x

an object of class wavTransform or wavMRD.

...

optional arguments passed directly to the reconstruction function.

Value

a numeric vector containing the result.

References

D. B. Percival and A. T. Walden, Wavelet Methods for Time Series Analysis, Cambridge University Press, 2000.

I. Daubechies, Orthonormal Bases of Compactly Supported Wavelets, Communications on Pure and, Applied Mathematics, 41, 909–96.

See Also

wavDWT, wavMODWT, wavMRD.

Examples

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## create a random series, calculate a forward 
## transform, then invert 
x       <- rnorm(1024)
x.dwt   <- reconstruct(wavDWT(x))
x.modwt <- reconstruct(wavMODWT(x))
all(c(vecnorm(x.dwt-x), vecnorm(x.modwt-x)) < .Machine$single.eps)

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

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