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waveslim

The R packages waveslim contains basic wavelet routines for time series (1D), image (2D) and array (3D) analysis. The code provided is based on wavelet methodology developed in

  • Percival and Walden (2000)
  • Gencay, Selcuk and Whitcher (2001)
  • the dual-tree complex wavelet transform (CWT) from Kingsbury (1999, 2001) as implemented by Selesnick, and
  • Hilbert wavelet pairs (Selesnick 2001, 2002)

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Version

Install

install.packages('waveslim')

Monthly Downloads

2,872

Version

1.8.3

License

BSD_3_clause + file LICENSE

Maintainer

Brandon Whitcher

Last Published

June 20th, 2022

Functions in waveslim (1.8.3)

Andel

Autocovariance and Autocorrelation Sequences for a Seasonal Persistent Process
blocks

A Piecewise-Constant Function
barbara

Barbara Test Image
Farras

Farras nearly symmetric filters
basis

Produce Boolean Vector from Wavelet Basis Names
Band-pass variance

Bandpass Variance for Long-Memory Processes
ar1

Simulated AR(1) Series
dau

Digital Photograph of Ingrid Daubechies
Thresholding

Wavelet Shrinkage via Thresholding
Dualtree

Dual-tree Complex Discrete Wavelet Transform
cpi

U.S. Consumer Price Index
doppler

Sinusoid with Changing Amplitude and Frequency
brick.wall

Replace Boundary Wavelet Coefficients with Missing Values
Selesnick

Miscellaneous Functions for Dual-Tree Wavelet Software
dualfilt1

Kingsbury's Q-filters for the Dual-Tree Complex DWT
kobe

1995 Kobe Earthquake Data
dpss.taper

Calculating Thomson's Spectral Multitapers by Inverse Iteration
dwt.2d

Two-Dimensional Discrete Wavelet Transform
dwpt.sim

Simulate Seasonal Persistent Processes Using the DWPT
hosking.sim

Generate Stationary Gaussian Process Using Hosking's Method
dwpt.2d

(Inverse) Discrete Wavelet Packet Transforms in Two Dimensions
linchirp

Linear Chirp
modwt.3d

Three Dimensional Separable Maximal Ovelrap Discrete Wavelet Transform
hilbert.filter

Select a Hilbert Wavelet Pair
dwt.3d

Three Dimensional Separable Discrete Wavelet Transform
my.acf

Autocovariance Functions via the Discrete Fourier Transform
denoise.2d

Denoise an Image via the 2D Discrete Wavelet Transform
find.adaptive.basis

Determine an Orthonormal Basis for the Discrete Wavelet Packet Transform
fdp.mle

Wavelet-based Maximum Likelihood Estimation for a Fractional Difference Process
dwt

Discrete Wavelet Transform (DWT)
Dualtree Complex

Dual-tree Complex 2D Discrete Wavelet Transform
Dual-tree Filter Banks

Filter Banks for Dual-Tree Wavelet Transforms
exchange

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

Japanese Gross National Product
qmf

Quadrature Mirror Filter
convolve2D

Fast Column-wise Convolution of a Matrix
modwt

(Inverse) Maximal Overlap Discrete Wavelet Transform
plot.dwt.2d

Plot Two-dimensional Discrete Wavelet Transform
dwpt

(Inverse) Discrete Wavelet Packet Transforms
spin.covariance

Compute Wavelet Cross-Covariance Between Two Time Series
mra.2d

Multiresolution Analysis of an Image
phase.shift

Phase Shift Wavelet Coefficients
modwt.2d

Two-Dimensional Maximal Overlap Discrete Wavelet Transform
Hilbert

Discrete Hilbert Wavelet Transforms
rotcumvar

Rotated Cumulative Variance
nile

Nile River Minima
Spectral Density Functions

Spectral Density Functions for Long-Memory Processes
heavisine

Sine with Jumps at 0.3 and 0.72
mexm

Mexican Money Supply
jumpsine

Sine with Jumps at 0.625 and 0.875
mra.3d

Three Dimensional Multiresolution Analysis
dwpt.boot

Bootstrap Time Series Using the DWPT
wave.filter

Select a Wavelet Filter
ibm

Daily IBM Stock Prices
wpt.test

Testing the Wavelet Packet Tree for White Noise
up.sample

Upsampling of a vector
ortho.basis

Derive Orthonormal Basis from Wavelet Packet Tree
per

Periodogram
mult.loc

Wavelet-based Testing and Locating for Variance Change Points
shift.2d

Circularly Shift Matrices from a 2D MODWT
mra

Multiresolution Analysis of Time Series
HWP Analysis

Time-varying and Seasonal Analysis Using Hilbert Wavelet Pairs
xbox

Image with Box and X
spp.mle

Wavelet-based Maximum Likelihood Estimation for Seasonal Persistent Processes
sine.taper

Computing Sinusoidal Data Tapers
wavelet.filter

Higher-Order Wavelet Filters
phase.shift.hilbert

Phase Shift for Hilbert Wavelet Coefficients
stackPlot

Stack Plot
wave.variance

Wavelet Analysis of Univariate/Bivariate Time Series
squared.gain

Squared Gain Function of a Filter
tourism

U.S. Tourism
spp.var

Variance of a Seasonal Persistent Process
unemploy

U.S. Unemployment
testing.hov

Testing for Homogeneity of Variance