Sets the first \(n\) wavelet coefficients to NA.
brick.wall(x, wf, method="modwt")
dwpt.brick.wall(x, wf, n.levels, method="modwpt")
brick.wall.2d(x, method="modwt")Same object as x only with some missing values.
DWT/MODWT/DWPT/MODWPT object
Character string; name of wavelet filter
Either dwt or modwt for
brick.wall, or either dwpt or
modwpt for dwpt.brick.wall
depth of the wavelet transform
B. Whitcher
The fact that observed time series are finite causes boundary issues.
One way to get around this is to simply remove any wavelet coefficient
computed involving the boundary. This is done here by replacing
boundary wavelet coefficients with NA.
Lindsay, R. W., D. B. Percival and D. A. Rothrock (1996). The discrete wavelet transform and the scale anlaysis of the surface properties of sea ice, IEEE Transactions on Geoscience and Remote Sensing, 34, No.~3, 771-787.
Percival, D. B. and A. T. Walden (2000) Wavelet Methods for Time Series Analysis, Cambridge University Press.