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waveslim (version 1.12)

Basic wavelet routines for time series and image analysis

Description

Basic wavelet routines for time series and image analysis. The code provided here is based on wavelet methodology developed in Percival and Walden (2000) along with Gencay, Selcuk and Whitcher (2001). All figures in chapters 4-7 of GSW are reproducible using this package and R code available at the book website below.

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Version

Install

install.packages('waveslim')

Monthly Downloads

3,590

Version

1.12

License

GPL version 2 or newer

Maintainer

Brandon Whitcher

Last Published

June 4th, 2024

Functions in waveslim (1.12)

Produce Boolean Vector from Wavelet Basis Names

Calculating Thomson's Spectral Multitapers by Inverse Iteration

Derive Orthonormal Basis from Wavelet Packet Tree

Image with Box and X

Circularly Shift Matrices from a 2D MODWT

Replace Boundary Wavelet Coefficients with Missing Values

Denoise an Image via the 2D Discrete Wavelet Transform

Simulated AR(1) Series

Two-Dimensional Discrete Wavelet Transform

Multiresolution Analysis of an Image

Two-Dimensional Maximal Overlap Discrete Wavelet Transform

Upsampling of a vector

Japanese Gross National Product

Higher-Order Wavelet Filters

Generate Stationary Gaussian Process Using Hosking's Method

Squared Gain Function of a Filter

Wavelet Analysis of Univariate/Bivariate Time Series

Testing the Wavelet Packet Tree for White Noise

Autocovariance and Autocorrelation Sequences for a Seasonal Persistent Process

(Inverse) Maximal Overlap Discrete Wavelet Transform

Testing for Homogeneity of Variance

Wavelet Shrinkage via Thresholding

Mexican Money Supply

Digital Photograph of Ingrid Daubechies

Daily IBM Stock Prices

Wavelet-based Testing and Locating for Variance Change Points

1995 Kobe Earthquake Data

A Piecewise-Constant Function

Sine with Jumps at 0.3 and 0.72

U.S. Consumer Price Index

spin.covariance

Compute Wavelet Cross-Covariance Between Two Time Series

Wavelet-based Maximum Likelihood Estimation for a Fractional Difference Process

(Inverse) Discrete Wavelet Packet Transforms

Sine with Jumps at 0.625 and 0.875

Plot Two-dimensional Discrete Wavelet Transform

Phase Shift Wavelet Coefficients

Sinusoid with Changing Amplitude and Frequency

Discrete Wavelet Transform (DWT)

Quadrature Mirror Filter

Exchange Rates Between the Deutsche Mark, Japanese Yen and U.S. Dollar

Computing Sinusoidal Data Tapers

Multiresolution Analysis of Time Series

Select a Wavelet Filter

Rotated Cumulative Variance

U.S. Unemployment

Auotocovariance Function via the Discrete Fourier Transform