wavCWTFilters: Frequency response of continuous wavelet transform filters In wmtsa: Wavelet Methods for Time Series Analysis

Description

Returns the frequency response of a continuous wavelet filter. The choices for filters are limited to Haar, Gaussian, and Morlet families.

Usage

 ```1 2``` ```wavCWTFilters(wavelet="Gaussian2", frequency=seq(0, 2 * pi, length=1000), shift=3, variance=1, times=NULL) ```

Arguments

 `frequency` a numeric vector denoting the frequencies (in rad/sec) over which the frequency response function for the specified wavelet should be evaluated. Default: `seq(0, 2 * pi, length=1000)` `shift` the frequency shift w0 of the Morlet wavelet. Default: `3`. `times` a numeric vector of values corresponding to times at which the specified filter should be evaluated. If not `NULL`, the impulse response of the specified filter is returned, otherwise the freequency response is returned. Default: `NULL`. `variance` the variance of a Gaussian PDF. Used only for the (derivatives of) Guassian filters. Default: `1`. `wavelet` a character string denoting the wavelet filter. Choices are "haar", "gaussian1", "gaussian2", and "morlet", where `gaussian1` and `gaussian2` represent the first and second derivatives of a Gaussian PDF. Default: `"gaussian2"`.

Value

the frequency response corresponding to the input frequencies.

References

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

`wavCWT`.
 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20``` ```## set the plot grid old.plt <- splitplot(2,2,1) ## create a frequency vector w <- seq(-10,10,length=1000) ## calculate the frequency responses for various ## mother wavelets and plot the results wavelets <- c("haar", "gaussian1", "gaussian2", "morlet") for (i in seq(wavelets)){ if (i > 1) splitplot(2,2,i) filt <- wavelets[i] plot(w, abs(wavCWTFilters(wavelet=filt, frequency=w)), ylab="|Psi(w)|", xlab="frequency", type="l") title(filt) } par(old.plt) ```