gmwm (version 2.0.0)

dwt: Discrete Wavelet Transform

Description

Calculation of the coefficients for the discrete wavelet transformation

Usage

dwt(x, nlevels = floor(log2(length(x))), filter = "haar", boundary = "periodic", bw = TRUE)

Arguments

x

A vector with dimensions N x 1.

nlevels

A integer indicating the $J$ levels of decomposition.

filter

A string indicating the filter name

boundary

A string indicating whether the filter is: "periodic" or "reflection".

bw

A boolean indicating whether to remove (TRUE) or keep (FALSE) boundary wavelet coefficients

Value

y A field that contains the wavelet coefficients for each decomposition level

Details

Performs a level $J$ decomposition of the time series using the pyramid algorithm. The default $J$ is determined by $floor(log2(length(x)))$

Examples

set.seed(999)
x = rnorm(2^8)
dwt(x)