hwwntest (version 1.3.2)

hwwn.dw: Compute discrete wavelets

Description

Compute discrete wavelets up to some scale

Usage

hwwn.dw(J, filter.number, filter.family)

Value

A list of length J, each component of the list corresponds to a different scale of wavelets. Component 1 is the finest scale, component 2 is the next finest and so on.

Arguments

J

The number of scales of discrete wavelets to produce.

filter.number

The wavelet filter number.

filter.family

The wavelet family to produce.

Author

Piotr Fryzlewicz

Details

Uses the delta value method and uses wr to reconstruct the wavelets. See Nason, von Sachs and Kroisandt 2000 for details.

Note: this function is the same as the discrete.wavelets function in the AutoSpec package, but copied here.

References

Nason, G.P., von Sachs, R. and Kroisandt, G. (2000) Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum. J. R. Statist. Soc. B, 62, 271-292.

See Also

sqndwdecomp

Examples

#
# Generate three scales of Haar wavelets
#
hwwn.dw(3, 1, "DaubExPhase")
#[[1]]
#[1] 0.7071068 -0.7071068
#
#[[2]]
#[1] 0.5 0.5 -0.5 -0.5
#
#[[3]]
#[1] 0.3535534 0.3535534 0.3535534 0.3535534 -0.3535534 -0.3535534 -0.3535534
#[8] -0.3535534