smooth.wavelet

The time smoothing uses a filter given by the absolute value of the wavelet
function at each scale, normalized to have a total weight of unity, which is
a Gaussian function for the Morlet wavelet. The scale smoothing is done with
a boxcar function of width 0.6, which corresponds to the decorrelation scale
of the Morlet wavelet.

This is a port of the WTC MATLAB package written by Aslak Grinsted
and the wavelet program written by Christopher Torrence and Gibert P.
Compo. This package can be used to perform univariate and bivariate
(cross-wavelet, wavelet coherence, wavelet clustering) analyses.

Tarik Gouhier

biwavelet

Conduct Univariate and Bivariate Wavelet Analyses

Aslak Grinsted

Viliam Simko

smooth.wavelet function

<dl><dt>wave</dt>
<dd>wavelet coefficients</dd>
<dt>dt</dt>
<dd>size of time steps</dd>
<dt>dj</dt>
<dd>number of octaves per scale</dd>
<dt>scale</dt>
<dd>wavelet scales</dd></dl>

Arguments

Tarik C. Gouhier (tarik.gouhier@gmail.com)
Code based on WTC MATLAB package written by Aslak Grinsted.

Author

Smooth wavelet in both the time and scale domains — smooth.wavelet

<dl>

<dt>wave</dt>
<dd>wavelet coefficients</dd>


<dt>dt</dt>
<dd>size of time steps</dd>


<dt>dj</dt>
<dd>number of octaves per scale</dd>


<dt>scale</dt>
<dd>wavelet scales</dd>

</dl>

smooth.wavelet: Smooth wavelet in both the time and scale domains

Description

Usage

Value

Arguments

Author

References

Examples