wbsts (version 2.1)

ews.trans: Computation of the Evolutionary Wavelet Spectrum (EWS)

Description

The function computes the EWS from a time series of any (non-dyadic) size by utilising the maximal overlap discrete wavelet transform; see also W. Constantine and D. Percival (2015).

Usage

ews.trans(x,scales=NULL)

Arguments

x

The time series.

scales

The wavelet periodogram scales to compute starting from the finest.

Value

The evolutionary wavelet spectral estimate of y.

References

Eric Aldrich (2020), wavelets: Functions for Computing Wavelet Filters, Wavelet Transforms and Multiresolution Analyses.

Examples

# NOT RUN {
ews=ews.trans(rnorm(1000),c(9,8,7))
barplot(ews[,1])
# }