mult.loc

This is the major subroutine for <code>testing.hov</code>, providing the
workhorse algorithm to recursively test and locate multiple variance changes
in so-called long memory processes.

Basic wavelet routines for time series (1D), image (2D) and array
(3D) analysis.  The code provided here is based on wavelet methodology
developed in Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001);
the dual-tree complex wavelet transform (DTCWT) from Kingsbury (1999, 2001) as
implemented by Selesnick; and Hilbert wavelet pairs (Selesnick 2001, 2002).
All figures in chapters 4-7 of GSW (2001) are reproducible using this package
and R code available at the book website(s) below.

Brandon Whitcher

waveslim

Basic Wavelet Routines for One-, Two-, and Three-Dimensional
Signal Processing

mult.loc function

<dl><dt>dwt.list</dt>
<dd>List of wavelet vector coefficients from the <code>dwt</code>.</dd>
<dt>modwt.list</dt>
<dd>List of wavelet vector coefficients from the <code>modwt</code>.</dd>
<dt>wf</dt>
<dd>Name of the wavelet filter to use in the decomposition.</dd>
<dt>level</dt>
<dd>Specifies the depth of the decomposition.</dd>
<dt>min.coef</dt>
<dd>Minimum number of wavelet coefficients for testing purposes.</dd>
<dt>debug</dt>
<dd>Boolean variable: if set to <code>TRUE</code>, actions taken by the
algorithm are printed to the screen.</dd></dl>

Arguments

Author

Wavelet-based Testing and Locating for Variance Change Points — mult.loc

<dl>

<dt>dwt.list</dt>
<dd>List of wavelet vector coefficients from the <code>dwt</code>.</dd>


<dt>modwt.list</dt>
<dd>List of wavelet vector coefficients from the <code>modwt</code>.</dd>


<dt>wf</dt>
<dd>Name of the wavelet filter to use in the decomposition.</dd>


<dt>level</dt>
<dd>Specifies the depth of the decomposition.</dd>


<dt>min.coef</dt>
<dd>Minimum number of wavelet coefficients for testing purposes.</dd>


<dt>debug</dt>
<dd>Boolean variable: if set to <code>TRUE</code>, actions taken by the
algorithm are printed to the screen.</dd>

</dl>

mult.loc: Wavelet-based Testing and Locating for Variance Change Points

Description

Usage

Value

Arguments

Author

Details

References

See Also