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wavelets (version 0.3-0.2)

wt.filter-class: Wavelet Transform Filter Object

Description

An S4 object containing wavelet transform filter information.

Arguments

Slots

L

An integer representing the length of the wavelet and scaling filters.

level

An integer representing the level of the wavelet filter.

h

A numeric vector of wavelet filter coefficients.

g

A numeric vector of scaling filter coefficients.

wt.class

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".

wt.name

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".

transform

A character string indicating whether the resulting wavelet transform object contains DWT or MODWT coefficients. Possible values are "dwt" and "modwt".

References

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

See Also

wt.filter.qmf, dwt, modwt.