This function calculates the inner product matrix of discrete autocorrelation wavelets (1D).
D1Amat(J, filter.number = 10, family = "DaubLeAsymm", tol = 1e-100, verbose = FALSE)A matrix of order (-J)x(-J) containing the inner product matrix of the discrete non-decimated autocorrelation matrices.
The level to which the decomposition must extend. This number should be a positive integer.
The index of the wavelet used to compute the correction m atrix A.
The wavelet family used to compute A.
In the brute force computation for Daubechies compactly supported wavelets many inner product computations are performed. This tolerance discounts any results which are smaller than tol which effectively defines how long the inner product/autocorrelation products are.
Logical variable, if set to TRUE informative statements are printed to screen during execution of the function.
Idris Eckley
Nason, G.P., von Sachs, R. and Kroisandt, G. (2000) Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum. J. R. Statist. Soc. Series B, 62, 271-292.
Eckley, I.A. and Nason, G.P. (2011). LS2W: Implementing the Locally Stationary 2D Wavelet Process Approach in R, Journal of Statistical Software, 43(3), 1-23. URL http://www.jstatsoft.org/v43/i03/.
D2Amat