wavelets (version 0.3-0.2)

figure98.wt.filter: Plot a DWT Wavelet or Scaling Filter for Specific Levels.

Description

Plots a DWT Wavelet or Scaling Filter for specific levels similar to Figure 98 in Wavelet Methods for Time Series Analysis by Percival and Walden (2000).

Usage

figure98.wt.filter(filter, levels = NULL, wavelet = TRUE, y.normalize =
TRUE)

Arguments

filter

Either a 'wt.filter' object, a character string specifying a wavelet filter, or a numeric vector of wavelet coefficients. See 'help(wt.filter)' for acceptable filter names.

levels

Number or vector indicating levels of filter to plot. See Details.

wavelet

A logical flag indicating whether to plot the wavelet (high pass) or scaling (low pass) filter.

y.normalize

A logical flag indicating whether to vertically normalize each level of the filter to the plotting space available for each level of the filter.

Details

If a single number is specified for levels, then the filter of levels 1 through levels will be plotted. Otherwise, a vector will specify which levels of the wavelet coefficients will be plotted. If levels is not defined, it will default to the vector 1:7.

The plotting space available for each level of the filter is dictated by the value of greatest magnitude of all the levels of the filter plotted. The vertical plotting space for each level will then be 2 times the absolute value of this magnitude.

The label 'L sub j' on the horizontal axis varies from level to level, but 'L sub j' indicates the length of a filter at level j. The filter vector at a given level j is indexed from 0 to 'L sub j' - 1. 'L sub j' is defined by formula 96a in Wavelet Methods for Time Series Analysis by Percival and Walden (2000).

References

Percival, D. B. and A. T. Walden (2000) Wavelet Methods for Time Series Analysis, Cambridge University Press.

See Also

wt.filter

Examples

# NOT RUN {
# Plotting LA8 Wavelet Filter Coefficients Levels 1 through 7.
filter <- wt.filter()
figure98.wt.filter(filter)

# Alternatively
figure98.wt.filter("la8")

# Plotting D4 Scaling Filter Coefficients Levels 1, 3, and 5 and not
# vertically normalizing each level to its plotting region.
figure98.wt.filter("d4", levels = c(1,3,5), wavelet = FALSE, y.normalize
= FALSE)
# }