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waveslim (version 1.7.5)

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 (DTCWT) 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

2,907

Version

1.7.5

License

BSD_3_clause + file LICENSE

Homepage

http://waveslim.blogspot.com

Maintainer

Brandon Whitcher

Last Published

January 10th, 2015

Functions in waveslim (1.7.5)

Sine with Jumps at 0.3 and 0.72

Dual-tree Complex Discrete Wavelet Transform

Plot Two-dimensional Discrete Wavelet Transform

Nile River Minima

Produce Boolean Vector from Wavelet Basis Names

Replace Boundary Wavelet Coefficients with Missing Values

Fast Column-wise Convolution of a Matrix

Discrete Wavelet Transform (DWT)

Barbara Test Image

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

Band-pass variance

Bandpass Variance for Long-Memory Processes

U.S. Consumer Price Index

Simulated AR(1) Series

Spectral Density Functions

Spectral Density Functions for Long-Memory Processes

Dual-tree Filter Banks

Filter Banks for Dual-Tree Wavelet Transforms

Testing the Wavelet Packet Tree for White Noise

Computing Sinusoidal Data Tapers

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

Daily IBM Stock Prices

Calculating Thomson's Spectral Multitapers by Inverse Iteration

Wavelet Shrinkage via Thresholding

Mexican Money Supply

Wavelet-based Testing and Locating for Variance Change Points

Dualtree Complex

Dual-tree Complex 2D Discrete Wavelet Transform

Japanese Gross National Product

Multiresolution Analysis of Time Series

(Inverse) Discrete Wavelet Packet Transforms

Simulate Seasonal Persistent Processes Using the DWPT

find.adaptive.basis

Determine an Orthonormal Basis for the Discrete Wavelet Packet Transform

Upsampling of a vector

Testing for Homogeneity of Variance

Phase Shift Wavelet Coefficients

Discrete Hilbert Wavelet Transforms

Three Dimensional Separable Discrete Wavelet Transform

Generate Stationary Gaussian Process Using Hosking's Method

U.S. Unemployment

Image with Box and X

Wavelet-based Maximum Likelihood Estimation for Seasonal Persistent Processes

Select a Hilbert Wavelet Pair

Wavelet-based Maximum Likelihood Estimation for a Fractional Difference Process

Farras nearly symmetric filters

Time-varying and Seasonal Analysis Using Hilbert Wavelet Pairs

Autocovariance Functions via the Discrete Fourier Transform

Miscellaneous Functions for Dual-Tree Wavelet Software

Squared Gain Function of a Filter

Higher-Order Wavelet Filters

Digital Photograph of Ingrid Daubechies

Bootstrap Time Series Using the DWPT

Denoise an Image via the 2D Discrete Wavelet Transform

1995 Kobe Earthquake Data

A Piecewise-Constant Function

Two-Dimensional Discrete Wavelet Transform

phase.shift.hilbert

Phase Shift for Hilbert Wavelet Coefficients

Rotated Cumulative Variance

(Inverse) Maximal Overlap Discrete Wavelet Transform

(Inverse) Discrete Wavelet Packet Transforms in Two Dimensions

Sinusoid with Changing Amplitude and Frequency

Three Dimensional Multiresolution Analysis

Two-Dimensional Maximal Overlap Discrete Wavelet Transform

Three Dimensional Separable Maximal Ovelrap Discrete Wavelet Transform

spin.covariance

Compute Wavelet Cross-Covariance Between Two Time Series

Multiresolution Analysis of an Image

Derive Orthonormal Basis from Wavelet Packet Tree

Autocovariance and Autocorrelation Sequences for a Seasonal Persistent Process

Variance of a Seasonal Persistent Process

Sine with Jumps at 0.625 and 0.875

Circularly Shift Matrices from a 2D MODWT

Quadrature Mirror Filter

Wavelet Analysis of Univariate/Bivariate Time Series

Select a Wavelet Filter