factorcpt (version 0.1.2)

func_coef: Haar wavelet coefficients

Description

Computes the Haar wavelet coefficients of input time series matrix at a given scale via filtering.

Usage

func_coef(z, scale)

Arguments

z

input time series matrix

scale

a negative integer representing the wavelet scale

Value

A matrix containing Haar wavelet coefficients of each time series as its row