An S4 object containing wavelet transform filter information.
An integer representing the length of the wavelet and scaling filters.
An integer representing the level of the wavelet filter.
A numeric vector of wavelet filter coefficients.
A numeric vector of scaling filter coefficients.
A character string indicating the class of the wavelet
transform filter. Possible values are "Daubechies"
,
"Least Asymetric"
, "Best Localized"
, and
"Coiflet"
. If the wt.filter
object is generated from a
numeric vector of wavelet coefficients, wt.class
is
"none"
.
A character string indicating the name of the wavlet
filter as listed in the Details section, above. If the
wt.filter
object is generated from a numeric vector of
wavelet coefficients, wt.name
is "none"
.
A character string indicating whether the resulting
wavelet transform object contains DWT or MODWT coefficients. Possible
values are "dwt"
and "modwt"
.
Percival, D. B. and A. T. Walden (2000) Wavelet Methods for Time Series Analysis, Cambridge University Press.