wavelet_coefs

A lightweight package to compute Maximal Overlap Discrete Wavelet
Transform (MODWT) and À Trous Discrete Wavelet Transform by leveraging the
power of 'Rcpp' to make these operations fast. This package was designed for use in forecasting, and
allows users avoid the inclusion of future data when performing wavelet decomposition of time series.
See Quilty and Adamowski (2018) <doi:10.1016/j.jhydrol.2018.05.003>.

John You

fastWavelets

Compute Maximal Overlap Discrete Wavelet Transform (MODWT) and À
Trous Discrete Wavelet Transform

John Quilty

wavelet_coefs function

<dl><dt>X</dt>
<dd>An (N x 1) matrix or a vector</dd>
<dt>wavelet</dt>
<dd>A character string indicating the scaling filter</dd>
<dt>j</dt>
<dd>The decomposition level [integer]</dd></dl>

Arguments

Compute Wavelet Coefficients — wavelet_coefs

<dl>

<dt>X</dt>
<dd>An (N x 1) matrix or a vector</dd>


<dt>wavelet</dt>
<dd>A character string indicating the scaling filter</dd>


<dt>j</dt>
<dd>The decomposition level [integer]</dd>

</dl>

wavelet_coefs: Compute Wavelet Coefficients

Description

Usage

Value

Arguments

References