wavethresh (version 4.6.9)

wvmoments: Compute moments of wavelets or scaling function

Description

Numerically compute moments of wavelets or scaling function

Usage

wvmoments(filter.number = 10, family = "DaubLeAsymm", moment = 0,
    scaling.function = FALSE)

Arguments

filter.number

The smoothness of wavelet or scaling function to compute moments for, see filter.select

family

The wavelet family to use, see filter.select

moment

The moment to compute

scaling.function

If FALSE then a wavelet is used in the moment calculation, alternatively if TRUE the associated scaling function is used.

Value

An object of class integrate containing the integral and other pieces of interesting information about the moments calculation.

Details

Given a wavelet \(\psi(x)\) this function computes the mth moment \(\int x^m \psi(x) \, dx\).

Note that for low order moments the integration function often fails for the usual numerical reasons (this never happened in S!). It might be that fiddling with the tolerances will improve this situation.

See Also

draw.default

Examples

# NOT RUN {
wvmoments(filter.number=5, family="DaubExPhase", moment=5)
#-1.317600 with absolute error < 7.5e-05
# }