Computes the values which specify the covariance structure of complex-valued wavelet coefficients.
make.dwwt(nlevels, filter.number = 3.1, family = "LinaMayrand")A vector giving the diagonal elements of \(WW^T\).
The number of levels of the wavelet decomposition.
Specifies the wavelet used; see filter.select for more details.
Part of the CThresh addon to WaveThresh. Copyright Stuart Barber and Guy Nason 2004.
Stuart Barber
If real-valued signals are decomposed by a discrete wavelet transform using a complex-valued Daubechies wavelet (as described by Lina & Mayrand (1995)), the resulting coefficients are complex-valued. The covariance structure of these coefficients are determined by the diagonal entries of the matrix \(WW^T\). This function computes these values for use in shrinkage. For more details, see Barber & Nason (2004)
cthresh