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wmtsa
Wavelet Methods for Time Series Analysis
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Version
2.0-3
2.0-2
2.0-1
2.0-0
1.1-1
1.0-5
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1.0-3
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Install
install.packages('wmtsa')
Monthly Downloads
87
Version
2.0-2
License
GPL-2
Maintainer
William Constantine
Last Published
June 9th, 2016
Functions in wmtsa (2.0-2)
Search all functions
ecg
Electrocardiogram Data
holderSpectrum
The Holder spectrum of a time series
D.table
Critical D-statistic table generation
D.table.critical
Critical D-Statistic Table
create.signalSeries
Converts various time series to an object of class
eda.plot
Generic function for generating extended data analysis plots
atomclock
Cesium Beam Atomic Clock Data
D.statistic
D-statistic
fdp045
Fractional Difference Process Data
crystal.names
Generic function for obtaining crystal names of wavelet transform objects
reconstruct
Reconstruction (inverse transform) of various wavelet transforms
nile
Yearly Nile river level minima
wavBootstrap
Adaptive wavelet-based bootstrapping
wavBestBasis
DWPT Best basis selection
wavCWT
Continuous wavelet transform
oceansdf
SDF for ocean series
make.signal
Test signal generation
ocean
Vertical Shear Ocean Data
wavCWTFilters
Frequency response of continuous wavelet transform filters
wavBoundary
Wavelet transform boundary coefficent identification
wavFDP
Class constructor for block- and time-dependent wavelet-based FD model parameter estimators
wavDWT
The discrete wavelet transform (DWT)
wavDaubechies
Daubechies wavelet and scaling filters
wavCWTPeaks
Peak detection in a time series via the CWT
wavDWPTWhitest
Seeks the whitest transform of a discrete wavelet packet transform (DWPT)
wavDictionary
Constructor function for objects of class wavDictionary
wavCWTTree
Tree map of continuous wavelet transform extrema
wavFDPBand
Mid-octave spectral density function (SDF) estimation
wavEDOF
Equivalent degrees of freedom (EDOF) estimates for a chi-squared distribution
wavDWPT
The discrete wavelet packet transform (DWPT)
wavMODWT
The maximal overlap discrete wavelet transform (MODWT)
wavIndex
Boundary and interior wavelet coefficient identification
wavMaxLevel
Maximum decomposition level
wavMRD
Calculate the detail sequences for wavelet transform crystals
wavMRDSum
Partial summation of a multiresolution decomposition
wavGain
The gain functions for Daubechies wavelet and scaling filters
wavMODWPT
The maximal overlap discrete wavelet packet transform (MODWPT)
wavFDPTime
Instantaneous estimation of fractionally differenced model parameters
wavFDPBlock
Block-dependent estimation of fractionally differenced (FD) model parameters
wavFDPSDF
Spectral density function for a fractionally differenced process
wavStackPlot
Generic function for generating stacked plots
wavTitle
Extract the name of the data used to generate objects of various wavelet classes
wavShift
Shifts wavelet transform coefficients for approximate zero phase alignment
wavVar
Discrete wavelet variance estimation
wavSortCrystals
Sort wavelet transform crystal names
wavTransform
Constructor function for objects of class wavTransform
wavShrink
Nonlinear denoising via wavelet shrinkage
wavPacketBasis
Extract wavelet packet basis from a DWPT
wavStackPlot.default
Plot wavelet transform crystals
wavPacketIndices
Wavelet packet node indices
wavVarConfidence
Wavelet variance confidence intervals
wavZeroPhase
Zero phase shift factors for Daubechies symmlet and coiflet filters
wavVarTest
Homogeneity test for discrete wavelet transform crystals
