convolve2D

Use the Fast Fourier Transform to perform convolutions between a sequence and
each column of a matrix.

This is a port of the WTC MATLAB package written by Aslak Grinsted
and the wavelet program written by Christopher Torrence and Gibert P.
Compo. This package can be used to perform univariate and bivariate
(cross-wavelet, wavelet coherence, wavelet clustering) analyses.

Tarik Gouhier

biwavelet

Conduct Univariate and Bivariate Wavelet Analyses

Aslak Grinsted

Viliam Simko

convolve2D function

<dl><dt>x</dt>
<dd>M <code>x</code> n matrix.</dd>
<dt>y</dt>
<dd>Numeric sequence of length N.</dd>
<dt>conj</dt>
<dd>Logical; if <code>TRUE</code>, take the complex conjugate before
back-transforming. <code>TRUE</code> is used for usual convolution.</dd>
<dt>type</dt>
<dd>Character; one of <code>circular</code>, <code>open</code> (beginning of word
 is ok).
For <code>circular</code>, the two sequences are treated as circular, i.e.,
 periodic.
For <code>open</code> and <code>filter</code>, the sequences are padded with zeros
 (from left and right) first; <code>filter</code> returns the middle sub-vector of
 open, namely, the result of running a weighted mean of <code>x</code> with
 weights <code>y</code>.</dd></dl>

Arguments

Author

Fast column-wise convolution of a matrix — convolve2D

<dl>

<dt>x</dt>
<dd>M <code>x</code> n matrix.</dd>


<dt>y</dt>
<dd>Numeric sequence of length N.</dd>


<dt>conj</dt>
<dd>Logical; if <code>TRUE</code>, take the complex conjugate before
back-transforming. <code>TRUE</code> is used for usual convolution.</dd>


<dt>type</dt>
<dd>Character; one of <code>circular</code>, <code>open</code> (beginning of word
 is ok).
For <code>circular</code>, the two sequences are treated as circular, i.e.,
 periodic.
For <code>open</code> and <code>filter</code>, the sequences are padded with zeros
 (from left and right) first; <code>filter</code> returns the middle sub-vector of
 open, namely, the result of running a weighted mean of <code>x</code> with
 weights <code>y</code>.</dd>

</dl>

convolve2D: Fast column-wise convolution of a matrix

Description

Usage

Value

Arguments

Author

Details