wavZeroPhase: Zero phase shift factors for Daubechies symmlet and coiflet filters
Description
Daubechies coiflet and symmlet filters are approximate linear phase
filters. Consequently, the wavelet and scaling coefficients of the DWT
and MODWT can be circularly shifted
for approximate zero phase alignment with the original time series. This
function calculates the circular shift factors needed to bring the wavelet
and scaling coefficients to approximate zero phase.
Usage
wavZeroPhase(wavelet="s8", levels=1:3)
Arguments
levels
an integer vector containing the decomposition levels. Default: 1:3.
wavelet
a character string denoting the filter type. See wavDaubechies for details. Default: "s8".
Value
a list containing the shifts for each crystal of a DWTor MODWT
for the specified decomposition levels. A negative shift factor implies
an advance (circular shift to the left) of the wavelet transform crystals.
Details
Only relevant for DWT or MODWT definitions
as given in the above reference and is valid only for Daubechies
symmlet and coiflet filters.
References
D. B. Percival and A. T. Walden,
Wavelet Methods for Time Series Analysis, Cambridge University Press, 2000.
# NOT RUN {## calculate the zero phase shift factors for ## Daubechies coiflet 12-tap filters for levels ## 2 and 4. wavZeroPhase(wavelet="c12", levels=c(2,4))
# }