dvfBm (version 1.0)

filt: Components of a named filter

Description

This function gives the components of an increment-type filter or a (classical) wavelet Daubechies filter

Usage

filt(nm = "i2")

Arguments

nm

a character string denoting the filter type. Supported types include: [object Object],[object Object],[object Object],[object Object],[object Object]

Default: "i2".

Note that wavelet Daubechies filter are obtained by using the function

Value

• a numeric vector corresponding to the filter

References

D. B. Percival and A. T. Walden (2000). Wavelet Methods for Time Series Analysis, Cambridge University Press.

I. Daubechies (2006). Orthonormal Bases of Compactly Supported Wavelets, Communications on Pure and, Applied Mathematics, 41, 909-996.

See Also

dilatation,wavDaubechies

Examples

filt()
filt("d4")
dilatation(filt("d4"),2)