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This function performs the discrete wavelet transform (DWT) according to Mallat's pyramidal algorithm (Mallat, 1989).
DWT(data, filter.number = 10, family = "DaubLeAsymm")
A DWT object. This object is a list with the following components:
DWT
A matrix of data, where each row is an observation. The number of columns must be a power of two.
The smoothness of the wavelet to use in the decomposition.
The family of wavelets. The two most common options are DaubExPhase and DaubLeAsymm.
DaubExPhase
DaubLeAsymm
See function wd from package wavethresh for more details.
wd
wavethresh
data <- GenerateSyntheticAnova(st.dev = 5, n.replicates = 10) W <- DWT(data$noisy.Y)
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