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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
1.0-4
1.0-3
1.0-2
1.0-1
Install
install.packages('wmtsa')
Monthly Downloads
136
Version
2.0-3
License
GPL-2
Maintainer
William Constantine
Last Published
December 6th, 2017
Functions in wmtsa (2.0-3)
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fdp045
Fractional Difference Process Data
holderSpectrum
The Holder spectrum of a time series
ecg
Electrocardiogram Data
ocean
Vertical Shear Ocean Data
eda.plot
Generic function for generating extended data analysis plots
oceansdf
SDF for ocean series
D.statistic
D-statistic
make.signal
Test signal generation
D.table
Critical D-statistic table generation
D.table.critical
Critical D-Statistic Table
nile
Yearly Nile river level minima
atomclock
Cesium Beam Atomic Clock Data
create.signalSeries
Converts various time series to an object of class
reconstruct
Reconstruction (inverse transform) of various wavelet transforms
crystal.names
Generic function for obtaining crystal names of wavelet transform objects
wavBestBasis
DWPT Best basis selection
wavDWPT
The discrete wavelet packet transform (DWPT)
wavCWT
Continuous wavelet transform
wavDaubechies
Daubechies wavelet and scaling filters
wavDWT
The discrete wavelet transform (DWT)
wavCWTFilters
Frequency response of continuous wavelet transform filters
wavEDOF
Equivalent degrees of freedom (EDOF) estimates for a chi-squared distribution
wavBootstrap
Adaptive wavelet-based bootstrapping
wavEquivFilter
Daubechies equivalent wavelet and scaling filters
wavFDP
Class constructor for block- and time-dependent wavelet-based FD model parameter estimators
wavBoundary
Wavelet transform boundary coefficent identification
wavFDPBand
Mid-octave spectral density function (SDF) estimation
wavCWTPeaks
Peak detection in a time series via the CWT
wavIndex
Boundary and interior wavelet coefficient identification
wavMODWPT
The maximal overlap discrete wavelet packet transform (MODWPT)
wavCWTTree
Tree map of continuous wavelet transform extrema
wavStackPlot.default
Plot wavelet transform crystals
wavStemPlot
Stem plot
wavDictionary
Constructor function for objects of class wavDictionary
wavFDPTime
Instantaneous estimation of fractionally differenced model parameters
wavMODWT
The maximal overlap discrete wavelet transform (MODWT)
wavGain
The gain functions for Daubechies wavelet and scaling filters
wavMRD
Calculate the detail sequences for wavelet transform crystals
wavShift
Shifts wavelet transform coefficients for approximate zero phase alignment
wavShrink
Nonlinear denoising via wavelet shrinkage
wavPacketBasis
Extract wavelet packet basis from a DWPT
wavTitle
Extract the name of the data used to generate objects of various wavelet classes
wavPacketIndices
Wavelet packet node indices
wavTransform
Constructor function for objects of class wavTransform
wavVarTest
Homogeneity test for discrete wavelet transform crystals
wavZeroPhase
Zero phase shift factors for Daubechies symmlet and coiflet filters
wavVar
Discrete wavelet variance estimation
wavDWTMatrix
Discrete wavelet transform matrix.
wavVarConfidence
Wavelet variance confidence intervals
wavDWPTWhitest
Seeks the whitest transform of a discrete wavelet packet transform (DWPT)
wavSortCrystals
Sort wavelet transform crystal names
wavStackPlot
Generic function for generating stacked plots
wavFDPBlock
Block-dependent estimation of fractionally differenced (FD) model parameters
wavFDPSDF
Spectral density function for a fractionally differenced process
wavMRDSum
Partial summation of a multiresolution decomposition
wavMaxLevel
Maximum decomposition level