wpst: Non-decimated wavelet packet transform.

Description

This function computes the non-decimated wavelet packet transform as described by Nason, Sapatinas and Sawczenko, 1998. The non-decimated wavelet packet transform (NWPT) contains all possible shifted versions of the wavelet packet transform.

Usage

wpst(data, filter.number=10, family="DaubLeAsymm", FinishLevel)

Arguments

data

A vector containing the data you wish to decompose. The length of this vector must be a power of 2.

filter.number

This selects the smoothness of wavelet that you want to use in the decomposition. By default this is 10, the Daubechies least-asymmetric orthonormal compactly supported wavelet with 10 vanishing moments.

family

specifies the family of wavelets that you want to use. The options are "DaubExPhase" and "DaubLeAsymm".

FinishLevel

At which level to stop decomposing. The full decomposition decomposes to level 0, but you could stop earlier.

Value

An object of class wpst containing the discrete packet-ordered non-decimated wavelet packet coefficients.

RELEASE

Details

This function computes the packet-ordered non-decimated wavelet packet transform of data as described by Nason, Sapatinas and Sawczenko, 1998. It assumes periodic boundary conditions. The order of computation of the NWPT is $O(n^2)$ if n is the number of input data points.

Packets can be extracted from the wpst.object produced by this function using the getpacket.wpst function. Whole resolution levels of non-decimated wavelet packet coefficients in time order can be obtained by using the accessD.wpst function.

Examples

Run this code

v <- rnorm(128)
vwpst <- wpst(v)

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