Description says it all. However, the levs
and
indices
warrant further explanation.
Our code is designed to be used on data sets that are a power
of two, i.e. T = 2^J for some J (note: the test can work on
other values of T but coding is more finickity). Given a series of this
length there are J levels, labelled 0 (coarse) to J-1 fine. Within each
level there are J-j packets indexed 0, 1, ..., J-j-1 for scales
J-1, ..., 0 respectively.
Packet 0 within any scale always corresponds to the father wavelets
at that scale and we don't tend to use this for stationarity testing.
Packet 1 within any scale always corresponds to mother wavelets. We often
use these. Note, at the finest scale J-1 there are only two packets
0 (father wavelet) and 1 (mother wavelet) coefficients.