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wavethresh (version 4.6.9)

Wavelets Statistics and Transforms

Description

Performs 1, 2 and 3D real and complex-valued wavelet transforms, nondecimated transforms, wavelet packet transforms, nondecimated wavelet packet transforms, multiple wavelet transforms, complex-valued wavelet transforms, wavelet shrinkage for various kinds of data, locally stationary wavelet time series, nonstationary multiscale transfer function modeling, density estimation.

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Version

Install

install.packages('wavethresh')

Monthly Downloads

74,445

Version

4.6.9

License

GPL (>= 2)

Maintainer

Guy Nason

Last Published

April 25th, 2022

Functions in wavethresh (4.6.9)

BabySS

Physiological data time series.
BAYES.THR

Bayesian wavelet thresholding.
BabyECG

Physiological data time series.
AvBasis.wst2D

Perform basis averaging for (packet-ordered) 2D non-decimated wavelet transform.
AutoBasis

Run Coifman-Wickerhauser best basis algorithm on wavelet packet object
AvBasis.wst

Perform basis averaging for (packet-ordered) non-decimated wavelet transform.
CWCV

C Wavelet Cross-validation
Best1DCols

Extract the best (one-dimensional) nondecimated WP packets
BMdiscr

Subsidiary routine for makewpstDO function
AvBasis

Basis averaging ("inversion")
HaarMA

Generate Haar MA processes.
InvBasis

Generic basis inversion for libraries
Cthreshold

Calls C code to threshold wd class object.
MaNoVe.wst

Make Node Vector (using Coifman-Wickerhauser best-basis type algorithm) on nondecimated wavelet transform object
DJ.EX

Produce Donoho and Johnstone test functions
GetRSSWST

Computes estimate of error for function estimate.
ConvertMessage

Print out a text message about an object which is from old version of WaveThresh
Crsswav

Wrapper to C code version of rsswav
HaarConcat

Generate a concatenated Haar MA process
Chires6

Subsid routine for denproj (calcs scaling function coefs with cov)
LocalSpec.wd

Compute Nason and Silverman raw or smoothed wavelet periodogram.
Chires5

Subsid routine for denproj (calcs scaling function coefs without cov)
TOthreshda1

Data analytic wavelet thresholding routine
PsiJ

Compute discrete autocorrelation wavelets.
PsiJmat

Compute discrete autocorrelation wavelets but return result in matrix form.
Psiname

Return a PsiJ list object style name.
CanUseMoreThanOneColor

Deprecated function
WTEnv

Environment that exists to store intermediate calculations for re-use within the same R session.
accessD.wp

Obtain whole resolution level of wavelet packet coefficients from a wavelet packet object (wp).
CWavDE

Simple wavelet density estimator with hard thresholding
TOthreshda2

Data analytic wavelet thresholding routine
accessD.wd3D

Get wavelet coefficients from 3D wavelet object
IsEarly

Generic function to detect whether object is from an early version
accessC

Get "detail" (mother wavelet) coefficients data from wavelet object
WaveletCV

Wavelet cross-validation
bestm

Function called by makewpstRO to identify which packets are individually good for correlating with a response
MaNoVe

Make Node Vector (using Coifman-Wickerhauser best-basis type algorithm)
InvBasis.wp

Invert a wp library representation with a particular basis spec
GenW

Generate (inverse) discrete wavelet transform matrix.
InvBasis.wst

Invert a wst library representation with a basis specification
FullWaveletCV

Perform whole wavelet cross-validation in C code
c2to4

Take integer, represent in binary, then think of and return that representation in base 4
IsEarly.wd

Function to detect whether a wd object is from WaveThresh2 or not
LocalSpec.wst

Obsolete function (use ewspec)
IsPowerOfTwo

Decides whether vector elements are integral powers of two (returns NA if not).
MaNoVe.wp

Make Node Vector (using Coifman-Wickerhauser best-basis type algorithm) on wavelet packet object
accessC.wd

Get smoothed data from wavelet object (wd)
IsEarly.default

Detects whether object is from an earlier version of WaveThresh
accessD.mwd

Get wavelet coefficients from multiple wavelet structure (mwd).
accessD.wd

Get detail (mother wavelet) coefficients from wavelet object (wd).
accessC.mwd

Get Smoothed Data from Wavelet Structure
LocalSpec

Compute Nason and Silverman smoothed wavelet periodogram.
accessc

Get variance information from irregularly spaced wavelet decomposition object.
ScalingFunction

Compute scaling functions on internally predefined grid
LSWsim

Simulate arbitrary locally stationary wavelet process.
Whistory

Obsolete function supposedly detailed history of object
addpkt

Add a wavelet packet box to an already set up time-frequency plot
basisplot.wp

Function to graphically select a wavelet packet basis
basisplot

Generic basis plot function
accessD

Get "detail" (mother wavelet) coefficients data from wavelet object
Whistory.wst

Obsolete function: as Whistory, but for wst objects
compress.imwd

Compress a (thresholded) imwd class object by removing zeroes.
checkmyews

Check a LSW spectrum through repeated simulation and empirical averages
accessD.wst

Get mother wavelet coefficients from a packet ordered non-decimated wavelet object (wst).
accessD.wpst

Get coefficients from a non-decimated wavelet packet object (wpst) in time order.
Shannon.entropy

Compute Shannon entropy
av.basis

Perform basis averaging for wst class object
basisplot.BP

Plot time-frequency plane and basis slots associated with basis object
denwd

Wavelet decomposition of empirical scaling function coefficients of a p.d.f.
accessC.wp

Warning function when trying to access smooths from wavelet packet object (wp).
accessC.wst

Get smoothed data from packet ordered non-decimated wavelet object (wst)
conbar

Performs inverse DWT reconstruction step
convert.wst

Convert a non-decimated wst object into a wd object.
compress

Compress objects
draw

Draw wavelets or scaling functions.
cthresh

Estimate real signal using complex-valued wavelets
draw.default

Draw picture of a wavelet or scaling function.
cns

Create new zeroed spectrum.
dencvwd

Calculate variances of wavlet coefficients of a p.d.f.
dclaw

Claw distribution
compare.filters

Compares two filters.
convert.wd

Convert a non-decimated wd object into a wst object.
convert

Convert one type of wavelet object into another.
draw.imwd

Draw mother wavelet associated with an imwd object.
first.last

Build a first/last database for wavelet transforms.
draw.imwdc

Draw mother wavelet associated with an imwdc object.
draw.mwd

Draws a wavelet or scaling function used to compute an `mwd' object
draw.wd

Draw mother wavelet or scaling function associated with wd object.
drawwp.default

Subsidiary routine that actually computes wavelet packet values
getarrvec

Compute and return weaving permutation for conversion from wst objects to wd class objects.
drawbox

Draw a shaded coloured box
getpacket.wpst

Get packet of coefficients from a non-decimated wavelet packet object (wpst).
firstdot

Return the location of the first period character within a character string (for a vector of strings of arbitrary length).
denwr

Wavelet reconstruction for density estimation.
getpacket.wst

Get packet of coefficients from a packet ordered non-decimated wavelet object (wst).
imwr

Inverse two-dimensional wavelet transform.
first.last.dh

Build special first/last database for some wavelet density functions
imwd.object

Two-dimensional wavelet decomposition objects.
getpacket.wst2D

Get packet of coefficients from a two-dimensional non-decimated wavelet object (wst2D).
compress.default

Do "zero" run-length encoding compression of a vector of numbers.
draw.wp

Draw wavelet packet associated with a wp object.
dof

Compute number of non-zero coefficients in wd object
doppler

Evaluate the Donoho and Johnstone Doppler signal.
image.wst

Produce image representation of a wst class object
draw.wst

Draw mother wavelet or scaling function associated with wst object.
compgrot

Compute empirical shift for time ordered non-decimated transforms.
imwd

Two-dimensional wavelet transform (decomposition).
filter.select

Provide wavelet filter coefficients.
find.parameters

Find estimates of prior parameters
linfnorm

Compute L infinity distance between two vectors of numbers.
denplot

Calculate plotting information for a density estimate.
logabs

Take the logarithm of the squares of the argument
example.1

Compute and return piecewise polynomial coordinates.
ewspec

Compute evolutionary wavelet spectrum estimate.
denproj

Calculate empirical scaling function coefficients of a p.d.f.
makewpstDO

Help page for a function
imwr.imwd

Inverse two-dimensional discrete wavelet transform.
ipd

Inductance plethysmography data.
imwdc.object

Two-dimensional compressed wavelet decomposition objects.
makewpstRO

Make a wavelet packet regression object from a dependent and independent time series variable.
imwr.imwdc

Inverse two-dimensional discrete wavelet transform.
griddata objects

Data interpolated to a grid objects.
print.BP

Print top best basis information for BP class object
nullevels.imwd

Sets whole resolution levels of coefficients equal to zero in a imwd object.
plot.nvwp

Depict wavelet packet basis specfication
plot.mwd

Use plot on an mwd object.
nullevels

Set whole resolution levels of coefficients equal to zero.
plotpkt

Sets up a high level plot ready to show the time-frequency plane and wavelet packet basis slots
print.imwd

Print out information about an imwd object in readable form.
plotdenwd

Plot the wavelet coefficients of a p.d.f.
getpacket

Get a packet of coefficients from a wavelet object
getpacket.wp

Get packet of coefficients from a wavelet packet object (wp).
print.wpstRO

Print a wpstRO class object
ipndacw

Compute inner product matrix of discrete non-decimated autocorrelation wavelets.
mpostfilter

Multiwavelet postfilter
irregwd

Irregular wavelet transform (decomposition).
mfirst.last

Build a first/last database for multiple wavelet transforms.
mfilter.select

Provide filter coefficients for multiple wavelets.
image.wd

Produce image representation of nondecimated wavelet transform
mprefilter

Multiwavelet prefilter
plot.imwd

Draw a picture of the 2D wavelet coefficients using image
modernise

Generic function to upgrade a V2 WaveThresh object to V4
guyrot

Cyclically rotate elements of a vector
print.w2d

Print method for printing w2d class objects
print.wst

Print out information about an wst object in readable form.
putDwd3Dcheck

Check argument list for putD.wd3D
putpacket

Insert a packet of coefficients into a wavelet object.
print.w2m

Print a w2m class object
lennon

John Lennon image.
irregwd.objects

Irregular wavelet decomposition objects.
make.dwwt

Compute diagonal of the matrix WWT
l2norm

Compute L2 distance between two vectors of numbers.
nlevelsWT

Returns number of scale (resolution) levels.
makegrid

Interpolate data to a grid.
nlevelsWT.default

Returns number of levels associated with an object
putC.mwd

Put smoothed data into wavelet structure
summary.mwd

Use summary() on a mwd object.
putC.wd

Puts a whole resolution level of father wavelet coeffients into wd wavelet object.
putpacket.wp

Inserts a packet of coefficients into a wavelet packet object (wp).
levarr

Subsidiary routine that generates a particular permutation
uncompress

Uncompress objects
summary.wd

Print out some basic information associated with a wd object
lt.to.name

Convert desired level and orientation into code used by imwd
putpacket.wst

Put a packet of coefficients into a packet ordered non-decimated wavelet object (wst).
madmad

Compute square of median absolute deviation (mad) function.
modernise.wd

Modernise a wd class object
mwd

Discrete multiple wavelet transform (decomposition).
uncompress.default

Undo zero run-length encoding for a vector.
nullevels.wst

Sets whole resolution levels of coefficients equal to zero in a wst object.
nullevels.wd

Sets whole resolution levels of coefficients equal to zero in a wd object.
mwd.object

Multiple wavelet decomposition object (1D)
mwr

Multiple discrete wavelet transform (reconstruction).
plot.wst

Plot packet-ordered non-decimated wavelet transform coefficients.
plot.irregwd

Plot variance factors of wavelet transform coefficients for irregularly spaced wavelet transform object
plot.wst2D

Plot packet-ordered 2D non-decimated wavelet coefficients.
print.imwdc

Print out information about an imwdc object in readable form.
plot.wp

Plot wavelet packet transform coefficients
print.wpst

Prints out basic information about a wpst class object
print.wp

Print out information about an wd object in readable form.
plot.wd

Plot wavelet transform coefficients.
putD

Put mother wavelet coefficients into wavelet structure
print.wd

Print out information about an wd object in readable form.
summary.imwd

Print out some basic information associated with an imwd object
summary.imwdc

Print out some basic information associated with an imwdc object
wpst2discr

Reshape/reformat packet coefficients into a multivariate data set
print.mwd

Use print() on a mwd object.
putC.wp

Warning function when trying to insert father wavelet coefficients into wavelet packet object (wp).
putD.mwd

Put wavelet coefficients into multiple wavelet structure
newsure

Version of sure that acts as subsidiary for threshold.irregwd
summary.wpst

Print out some basic information associated with a wpst object
threshold.mwd

Use threshold on an mwd object.
print.wd3D

Print out information about an wd3D object in a readable form.
summary.wst

Print out some basic information associated with a wst object
numtonv

Convert an index number into a node vector object.
threshold.irregwd

hold irregularly spaced wavelet decomposition object
wpst2m

Converts a nondecimated wavelet packet object to a (large) matrix with packets stored as columns
print.wst2D

Print out information about an wst2d object in a readable form.
wd.dh

Compute specialized wavelet transform for density estimation
simchirp

Compute and return simulated chirp function.
putC.wst

Puts a whole resolution level of father wavelet coeffients into wst wavelet object.
rfft

Real Fast Fourier transform
wd.int

Computes "wavelets on the interval" transform
rfftwt

Weight a Fourier series sequence by a set of weights
nv.object

Node vector objects.
rm.det

Set coarse levels of a wavelets on the interval transform object to zero
putC

Put smoothed data (father wavelet) coefficients into wavelet structure
putD.wp

Puts a whole resolution level of wavelet packet coeffients into wp wavelet object.
putD.wst

Puts a whole resolution level of mother wavelet coeffients into wst wavelet object.
wst2D.object

(Packet ordered) Two-dimensional nondecimated wavelet transform decomposition objects.
rfftinv

Inverse real FFT, inverse of rfft
summary.wst2D

Print out some basic information associated with a wst2D object
ssq

Compute sum of squares difference between two vectors
threshold.wd3D

Threshold 3D DWT object
threshold.wd

Threshold (DWT) wavelet decomposition object
wd.object

Wavelet decomposition objects
wr3D

Inverse DWT for 3D DWT object.
wd3D

Three-dimensional discrete wavelet transform
wstCV

Performs two-fold cross-validation estimation using packet-ordered non-decimated wavelet transforms and one, global, threshold.
wvmoments

Compute moments of wavelets or scaling function
wst

Packet-ordered non-decimated wavelet transform.
wvrelease

Prints out the release number of the WaveThresh package
rmname

Return a ipndacw matrix style name.
rmget

Search for existing ipndacw matrices.
summary.wp

Print out some basic information associated with a wp object
summary.wd3D

Print out some basic information associated with a wd3D object
wavethresh-package

Wavelet transforms and associated statistical methodology.
threshold.wp

Threshold wavelet packet decomposition object
threshold.wst

Threshold (NDWT) packet-ordered non-decimated wavelet decomposition object
wp.object

Wavelet Packet decomposition objects.
print.wpstCL

Prints some information about a wpstCL object
print.nvwp

Print a wavelet packet node vector object, also used by several other functions to obtain packet list information
print.nv

Print a node vector object, also used by several other functions to obtain packet list information
print.wpstDO

Print information about a wpstDO class object
wd

Wavelet transform (decomposition).
wr

Wavelet reconstruction (inverse DWT).
uncompress.imwdc

Uncompress an imwdc class object
support

Returns support of compactly supported wavelets.
wpstREGR

Construct data frame using new time series using information from a previously constructed wpstRO object
wpstCLASS

Predict values using new time series values via a non-decimated wavelet packet discrimination object.
threshold.imwdc

Threshold two-dimensional compressed wavelet decomposition object
threshold.imwd

Threshold two-dimensional wavelet decomposition object
wavegrow

Interactive graphical tool to grow a wavelet synthesis
wr.int

Computes inverse "wavelets on the interval" transform.
wpst

Non-decimated wavelet packet transform.
putD.wd

Puts a whole resolution level of mother wavelet coeffients into wd wavelet object.
putD.wd3D

Put wavelet coefficient array into a 3D wavelet object
wvcvlrss

Computes estimate of error for function estimate.
wstCVl

Performs two-fold cross-validation estimation using packet-ordered non-decimated wavelet transforms and a (vector) level-dependent threshold.
wd3D.object

Three-dimensional wavelet object
wp

Wavelet packet transform.
putpacket.wst2D

Replace packet of coefficients in a two-dimensional non-decimated wavelet object (wst2D).
rotateback

Cyclically shift a vector one place to the right
rcov

Computes robust estimate of covariance matrix
wst.object

(Packet ordered) Nondecimated wavelet transform decomposition objects.
wst2D

(Packet-ordered) 2D non-decimated wavelet transform.
rsswav

Compute mean residual sum of squares for odd prediction of even ordinates and vice versa
sure

Computes the minimum of the SURE thresholding function
threshold

Threshold coefficients
teddy

Picture of a teddy bear's picnic.
test.dataCT

Test functions for wavelet regression and thresholding
tpwd

Tensor product 2D wavelet transform
tpwr

Inverse tensor product 2D wavelet transform.
wr.mwd

Multiple wavelet reconstruction for mwd objects
wr.wd

Wavelet reconstruction for wd class objects (inverse discrete wavelet transform).