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)
Value
An object of class integrate containing the integral and other
pieces of interesting information about the moments calculation.
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.
Author
G P Nason
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.