Learn R Programming

⚠️There's a newer version (1.12) of this package.Take me there.

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)

Copy Link

Version

Install

install.packages('waveslim')

Monthly Downloads

2,872

Version

1.8.5

License

BSD_3_clause + file LICENSE

Maintainer

Brandon Whitcher

Last Published

June 4th, 2024

Functions in waveslim (1.8.5)

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

Dual-tree Complex Discrete Wavelet Transform

(Inverse) Discrete Wavelet Packet Transforms in Two Dimensions

Wavelet-based Maximum Likelihood Estimation for a Fractional Difference Process

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

Japanese Gross National Product

find.adaptive.basis

Determine an Orthonormal Basis for the Discrete Wavelet Packet Transform

Sine with Jumps at 0.625 and 0.875

Two-Dimensional Discrete Wavelet Transform

Spectral Density Functions for Long-Memory Processes

Three Dimensional Separable Discrete Wavelet Transform

Discrete Wavelet Transform (DWT)

Daily IBM Stock Prices

Bootstrap Time Series Using the DWPT

Generate Stationary Gaussian Process Using Hosking's Method

Simulate Seasonal Persistent Processes Using the DWPT

Select a Hilbert Wavelet Pair

Sine with Jumps at 0.3 and 0.72

Discrete Hilbert Wavelet Transforms

(Inverse) Discrete Wavelet Packet Transforms

Multiresolution Analysis of an Image

Time-varying and Seasonal Analysis Using Hilbert Wavelet Pairs

1995 Kobe Earthquake Data

Two-Dimensional Maximal Overlap Discrete Wavelet Transform

Three Dimensional Multiresolution Analysis

Autocovariance Functions via the Discrete Fourier Transform

Phase Shift Wavelet Coefficients

Three Dimensional Separable Maximal Ovelrap Discrete Wavelet Transform

Wavelet-based Testing and Locating for Variance Change Points

Multiresolution Analysis of Time Series

Derive Orthonormal Basis from Wavelet Packet Tree

phase.shift.hilbert

Phase Shift for Hilbert Wavelet Coefficients

Plot Two-dimensional Discrete Wavelet Transform

Squared Gain Function of a Filter

(Inverse) Maximal Overlap Discrete Wavelet Transform

Higher-Order Wavelet Filters

Wavelet Analysis of Univariate/Bivariate Time Series

Nile River Minima

Wavelet-based Maximum Likelihood Estimation for Seasonal Persistent Processes

Variance of a Seasonal Persistent Process

wave.variance.2d

Wavelet Analysis of Images

Mexican Money Supply

Select a Wavelet Filter

Circularly Shift Matrices from a 2D MODWT

Testing for Homogeneity of Variance

Rotated Cumulative Variance

Wavelet Shrinkage via Thresholding

U.S. Unemployment

Upsampling of a vector

Image with Box and X

Quadrature Mirror Filter

spin.covariance

Compute Wavelet Cross-Covariance Between Two Time Series

Computing Sinusoidal Data Tapers

Replace Boundary Wavelet Coefficients with Missing Values

Barbara Test Image

Digital Photograph of Ingrid Daubechies

Simulated AR(1) Series

Produce Boolean Vector from Wavelet Basis Names

Calculating Thomson's Spectral Multitapers by Inverse Iteration

Farras nearly symmetric filters

bandpass.var.spp

Bandpass Variance for Long-Memory Processes

Filter Banks for Dual-Tree Wavelet Transforms

Dual-tree Complex 2D Discrete Wavelet Transform

Denoise an Image via the 2D Discrete Wavelet Transform

Testing the Wavelet Packet Tree for White Noise

Miscellaneous Functions for Dual-Tree Wavelet Software

U.S. Consumer Price Index

Sinusoid with Changing Amplitude and Frequency

A Piecewise-Constant Function

Autocovariance and Autocorrelation Sequences for a Seasonal Persistent Process

Fast Column-wise Convolution of a Matrix