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wavethresh (version 4.7.3)

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

44,919

Version

4.7.3

License

GPL (>= 2)

Maintainer

Guy Nason

Last Published

August 19th, 2024

Functions in wavethresh (4.7.3)

Best1DCols

Extract the best (one-dimensional) nondecimated WP packets
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
BAYES.THR

Bayesian wavelet thresholding.
AvBasis

Basis averaging ("inversion")
AvBasis.wst2D

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

Subsidiary routine for makewpstDO function
BabyECG

Physiological data time series.
BabySS

Physiological data time series.
FullWaveletCV

Perform whole wavelet cross-validation in C code
Chires5

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

Calls C code to threshold wd class object.
DJ.EX

Produce Donoho and Johnstone test functions
IsPowerOfTwo

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

Function to detect whether a wd object is from WaveThresh2 or not
Chires6

Subsid routine for denproj (calcs scaling function coefs with cov)
IsEarly

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

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

Wrapper to C code version of rsswav
GenW

Generate (inverse) discrete wavelet transform matrix.
IsEarly.default

Detects whether object is from an earlier version of WaveThresh
CWavDE

Simple wavelet density estimator with hard thresholding
CanUseMoreThanOneColor

Deprecated function
InvBasis.wst

Invert a wst library representation with a basis specification
InvBasis.wp

Invert a wp library representation with a particular basis spec
MaNoVe

Make Node Vector (using Coifman-Wickerhauser best-basis type algorithm)
HaarMA

Generate Haar MA processes.
GetRSSWST

Computes estimate of error for function estimate.
MaNoVe.wst

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

Compute discrete autocorrelation wavelets.
MaNoVe.wp

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

Compute Nason and Silverman raw or smoothed wavelet periodogram.
Whistory.wst

Obsolete function: as Whistory, but for wst objects
accessC.mwd

Get Smoothed Data from Wavelet Structure
LSWsim

Simulate arbitrary locally stationary wavelet process.
HaarConcat

Generate a concatenated Haar MA process
ScalingFunction

Compute scaling functions on internally predefined grid
TOthreshda2

Data analytic wavelet thresholding routine
WTEnv

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

Compute Nason and Silverman smoothed wavelet periodogram.
LocalSpec.wst

Obsolete function (use ewspec)
accessD.wp

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

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

Compute discrete autocorrelation wavelets but return result in matrix form.
Shannon.entropy

Compute Shannon entropy
accessD.mwd

Get wavelet coefficients from multiple wavelet structure (mwd).
InvBasis

Generic basis inversion for libraries
Psiname

Return a PsiJ list object style name.
accessC.wst

Get smoothed data from packet ordered non-decimated wavelet object (wst)
accessD.wpst

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

Function to graphically select a wavelet packet basis
basisplot

Generic basis plot function
accessC

Get "detail" (mother wavelet) coefficients data from wavelet object
basisplot.BP

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

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

Add a wavelet packet box to an already set up time-frequency plot
compress.imwd

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

Wavelet cross-validation
TOthreshda1

Data analytic wavelet thresholding routine
conbar

Performs inverse DWT reconstruction step
Whistory

Obsolete function supposedly detailed history of object
denwr

Wavelet reconstruction for density estimation.
TOgetthrda1

Subsidiary routines for Ogden and Parzen's wavelet shrinkage methods
accessD.wd

Get detail (mother wavelet) coefficients from wavelet object (wd).
accessD.wd3D

Get wavelet coefficients from 3D wavelet object
accessC.wd

Get smoothed data from wavelet object (wd)
drawbox

Draw a shaded coloured box
av.basis

Perform basis averaging for wst class object
draw.wst

Draw mother wavelet or scaling function associated with wst object.
convert.wd

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

Create new zeroed spectrum.
checkmyews

Check a LSW spectrum through repeated simulation and empirical averages
compare.filters

Compares two filters.
compress.default

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

Compute empirical shift for time ordered non-decimated transforms.
accessD.wst

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

Get variance information from irregularly spaced wavelet decomposition object.
convert.wst

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

Compute and return weaving permutation for conversion from wst objects to wd class objects.
c2to4

Take integer, represent in binary, then think of and return that representation in base 4
denproj

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

Evaluate the Donoho and Johnstone Doppler signal.
accessC.wp

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

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

Calculate plotting information for a density estimate.
denwd

Wavelet decomposition of empirical scaling function coefficients of a p.d.f.
draw.imwd

Draw mother wavelet associated with an imwd object.
draw

Draw wavelets or scaling functions.
draw.default

Draw picture of a wavelet or scaling function.
draw.wp

Draw wavelet packet associated with a wp object.
imwd

Two-dimensional wavelet transform (decomposition).
draw.wd

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

Subsidiary routine that actually computes wavelet packet values
getpacket

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

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

Find estimates of prior parameters
draw.mwd

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

Two-dimensional compressed wavelet decomposition objects.
draw.imwdc

Draw mother wavelet associated with an imwdc object.
getpacket.wst2D

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

Compute number of non-zero coefficients in wd object
compress

Compress objects
imwr.imwd

Inverse two-dimensional discrete wavelet transform.
filter.select

Provide wavelet filter coefficients.
first.last

Build a first/last database for wavelet transforms.
example.1

Compute and return piecewise polynomial coordinates.
convert

Convert one type of wavelet object into another.
imwr

Inverse two-dimensional wavelet transform.
firstdot

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

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

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

Compute evolutionary wavelet spectrum estimate.
first.last.dh

Build special first/last database for some wavelet density functions
newsure

Version of sure that acts as subsidiary for threshold.irregwd
imwd.object

Two-dimensional wavelet decomposition objects.
irregwd

Irregular wavelet transform (decomposition).
cthresh

Estimate real signal using complex-valued wavelets
makewpstRO

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

Subsidiary routine that generates a particular permutation
linfnorm

Compute L infinity distance between two vectors of numbers.
dclaw

Claw distribution
ipndacw

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

Produce image representation of nondecimated wavelet transform
modernise.wd

Modernise a wd class object
madmad

Compute square of median absolute deviation (mad) function.
make.dwwt

Compute diagonal of the matrix WWT
image.wst

Produce image representation of a wst class object
mpostfilter

Multiwavelet postfilter
plot.nvwp

Depict wavelet packet basis specfication
nv.object

Node vector objects.
l2norm

Compute L2 distance between two vectors of numbers.
modernise

Generic function to upgrade a V2 WaveThresh object to V4
imwr.imwdc

Inverse two-dimensional discrete wavelet transform.
plot.wd

Plot wavelet transform coefficients.
irregwd.objects

Irregular wavelet decomposition objects.
lennon

John Lennon image.
griddata objects

Data interpolated to a grid objects.
nullevels.wd

Sets whole resolution levels of coefficients equal to zero in a wd object.
plot.wst2D

Plot packet-ordered 2D non-decimated wavelet coefficients.
plotdenwd

Plot the wavelet coefficients of a p.d.f.
plot.imwd

Draw a picture of the 2D wavelet coefficients using image
print.imwd

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

Cyclically rotate elements of a vector
logabs

Take the logarithm of the squares of the argument
mfilter.select

Provide filter coefficients for multiple wavelets.
nullevels

Set whole resolution levels of coefficients equal to zero.
nlevelsWT.default

Returns number of levels associated with an object
print.wp

Print out information about an wd object in readable form.
print.wd3D

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

Inductance plethysmography data.
putD.mwd

Put wavelet coefficients into multiple wavelet structure
print.imwdc

Print out information about an imwdc object in readable form.
putpacket

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

Print a w2m class object
putD.wd

Puts a whole resolution level of mother wavelet coeffients into wd wavelet object.
summary.mwd

Use summary() on a mwd object.
ssq

Compute sum of squares difference between two vectors
lt.to.name

Convert desired level and orientation into code used by imwd
summary.imwdc

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

Print out some basic information associated with an imwd object
makewpstDO

Help page for a function
mwd

Discrete multiple wavelet transform (decomposition).
print.wd

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

Multiwavelet prefilter
nullevels.imwd

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

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

Interpolate data to a grid.
rmget

Search for existing ipndacw matrices.
summary.wpst

Print out some basic information associated with a wpst object
putC.wp

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

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

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

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

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

Multiple wavelet decomposition object (1D)
print.mwd

Use print() on a mwd object.
rcov

Computes robust estimate of covariance matrix
mfirst.last

Build a first/last database for multiple wavelet transforms.
wpst

Non-decimated wavelet packet transform.
plot.wst

Plot packet-ordered non-decimated wavelet transform coefficients.
mwr

Multiple discrete wavelet transform (reconstruction).
threshold.wd3D

Threshold 3D DWT object
summary.wp

Print out some basic information associated with a wp object
threshold.wst

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

Use plot on an mwd object.
numtonv

Convert an index number into a node vector object.
wvrelease

Prints out the release number of the WaveThresh package
teddy

Picture of a teddy bear's picnic.
print.nv

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

Sets whole resolution levels of coefficients equal to zero in a wst object.
wd3D

Three-dimensional discrete wavelet transform
plotpkt

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

Computes the minimum of the SURE thresholding function
nlevelsWT

Returns number of scale (resolution) levels.
print.BP

Print top best basis information for BP class object
putD

Put mother wavelet coefficients into wavelet structure
putD.wd3D

Put wavelet coefficient array into a 3D wavelet object
putD.wp

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

Print out some basic information associated with a wst object
rmname

Return a ipndacw matrix style name.
print.wpstDO

Print information about a wpstDO class object
print.wpstRO

Print a wpstRO class object
wd

Wavelet transform (decomposition).
print.nvwp

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

Packet-ordered non-decimated wavelet transform.
print.w2d

Print method for printing w2d class objects
rfft

Real Fast Fourier transform
rsswav

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

Put smoothed data (father wavelet) coefficients into wavelet structure
print.wst

Print out information about an wst object in readable form.
print.wst2D

Print out information about an wst2d object in a readable form.
putC.mwd

Put smoothed data into wavelet structure
test.dataCT

Test functions for wavelet regression and thresholding
simchirp

Compute and return simulated chirp function.
threshold.wp

Threshold wavelet packet decomposition object
rfftwt

Weight a Fourier series sequence by a set of weights
tpwd

Tensor product 2D wavelet transform
wr3D

Inverse DWT for 3D DWT object.
putD.wst

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

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

Inverse real FFT, inverse of rfft
uncompress.default

Undo zero run-length encoding for a vector.
plot.wp

Plot wavelet packet transform coefficients
wd.int

Computes "wavelets on the interval" transform
support

Returns support of compactly supported wavelets.
threshold.mwd

Use threshold on an mwd object.
putDwd3Dcheck

Check argument list for putD.wd3D
threshold.wd

Threshold (DWT) wavelet decomposition object
tpwr

Inverse tensor product 2D wavelet transform.
rotateback

Cyclically shift a vector one place to the right
wavegrow

Interactive graphical tool to grow a wavelet synthesis
summary.wd

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

Print out some basic information associated with a wd3D object
uncompress

Uncompress objects
wd.object

Wavelet decomposition objects
wavethresh-package

tools:::Rd_package_title("wavethresh")
threshold

Threshold coefficients
wst.object

(Packet ordered) Nondecimated wavelet transform decomposition objects.
wd3D.object

Three-dimensional wavelet object
wr

Wavelet reconstruction (inverse DWT).
wpstCLASS

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

Compute specialized wavelet transform for density estimation
wpst2m

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

Construct data frame using new time series using information from a previously constructed wpstRO object
wst2D

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

Threshold two-dimensional wavelet decomposition object
wr.int

Computes inverse "wavelets on the interval" transform.
wstCV

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

Multiple wavelet reconstruction for mwd objects
wp

Wavelet packet transform.
wp.object

Wavelet Packet decomposition objects.
wst2D.object

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

Performs two-fold cross-validation estimation using packet-ordered non-decimated wavelet transforms and a (vector) level-dependent threshold.
summary.wst2D

Print out some basic information associated with a wst2D object
print.wpstCL

Prints some information about a wpstCL object
print.wpst

Prints out basic information about a wpst class object
wvcvlrss

Computes estimate of error for function estimate.
putpacket.wst

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

Threshold two-dimensional compressed wavelet decomposition object
putpacket.wst2D

Replace packet of coefficients in a two-dimensional non-decimated wavelet object (wst2D).
wpst2discr

Reshape/reformat packet coefficients into a multivariate data set
threshold.irregwd

hold irregularly spaced wavelet decomposition object
uncompress.imwdc

Uncompress an imwdc class object
wvmoments

Compute moments of wavelets or scaling function