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waveslim (version 1.4)

Basic wavelet routines for one-, two- and three-dimensional signal processing

Description

Basic wavelet routines for time series (1D), image (2D) and array (3D) analysis. The code provided here is based on wavelet methodology developed in Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001); the dual-tree complex wavelet transform (CWT) from Kingsbury (1999, 2001) as implemented by Selesnick; and Hilbert wavelet pairs (Selesnick 2001, 2002). All figures in chapters 4-7 of GSW (2001) are reproducible using this package and R code available at the book website(s) below.

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Version

Install

install.packages('waveslim')

Monthly Downloads

3,420

Version

1.4

License

GPL version 2 or newer

Maintainer

Brandon Whitcher

Last Published

June 4th, 2024

Functions in waveslim (1.4)

Dual-tree Complex Discrete Wavelet Transform

Barbara Test Image

Denoise an Image via the 2D Discrete Wavelet Transform

Sinusoid with Changing Amplitude and Frequency

Kingsbury's Q-filters for the Dual-Tree Complex DWT

Farras nearly symmetric filters

Two-Dimensional Discrete Wavelet Transform

Discrete Hilbert Wavelet Transforms

A Piecewise-Constant Function

Autocovariance and Autocorrelation Sequences for a Seasonal Persistent Process

Wavelet-based Maximum Likelihood Estimation for a Fractional Difference Process

(Inverse) Maximal Overlap Discrete Wavelet Transform

Dualtree Complex

Dual-tree Complex 2D Discrete Wavelet Transform

Wavelet Shrinkage via Thresholding

U.S. Consumer Price Index

find.adaptive.basis

Determine an Orthonormal Basis for the Discrete Wavelet Packet Transform

Three Dimensional Multiresolution Analysis

Testing for Homogeneity of Variance

Multiresolution Analysis of an Image

Computing Sinusoidal Data Tapers

(Inverse) Discrete Wavelet Packet Transforms in Two Dimensions

Two-Dimensional Maximal Overlap Discrete Wavelet Transform

Three Dimensional Separable Discrete Wavelet Transform

Variance of a Seasonal Persistent Process

Wavelet-based Maximum Likelihood Estimation for Seasonal Persistent Processes

Daily IBM Stock Prices

Select a Wavelet Filter

Spectral Density Functions

Spectral Density Functions for Long-Memory Processes

Calculating Thomson's Spectral Multitapers by Inverse Iteration

Nile River Minima

Higher-Order Wavelet Filters

1995 Kobe Earthquake Data

Produce Boolean Vector from Wavelet Basis Names

Wavelet Analysis of Univariate/Bivariate Time Series

Derive Orthonormal Basis from Wavelet Packet Tree

Exchange Rates Between the Deutsche Mark, Japanese Yen and U.S. Dollar

Mexican Money Supply

Discrete Wavelet Transform (DWT)

Dual-tree Filter Banks

Filter Banks for Dual-Tree Wavelet Transforms

Digital Photograph of Ingrid Daubechies

Generate Stationary Gaussian Process Using Hosking's Method

Miscellaneous Functions for Dual-tree Wavelet Software

Select a Hilbert Wavelet Pair

spin.covariance

Compute Wavelet Cross-Covariance Between Two Time Series

Wavelet-based Testing and Locating for Variance Change Points

Upsampling of a vector

Rotated Cumulative Variance

Testing the Wavelet Packet Tree for White Noise

Image with Box and X

Band-pass variance

Bandpass Variance for Long-Memory Processes

Sine with Jumps at 0.3 and 0.72

Quadrature Mirror Filter

Simulated AR(1) Series

Multiresolution Analysis of Time Series

Fast Column-wise Convolution of a Matrix

Japanese Gross National Product

U.S. Unemployment

Time-varying and Seasonal Analysis Using Hilbert Wavelet Pairs

Plot Two-dimensional Discrete Wavelet Transform

Circularly Shift Matrices from a 2D MODWT

Simulate Seasonal Persistent Processes Using the DWPT

Replace Boundary Wavelet Coefficients with Missing Values

Autocovariance Functions via the Discrete Fourier Transform

phase.shift.hilbert

Phase Shift for Hilbert Wavelet Coefficients

Three Dimensional Separable Discrete Wavelet Transform

(Inverse) Discrete Wavelet Packet Transforms

Phase Shift Wavelet Coefficients

Sine with Jumps at 0.625 and 0.875

Squared Gain Function of a Filter