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wavethresh (version 4.6.1)

Wavelets statistics and transforms.

Description

Performs 1, 2 and 3D real and complex-valued wavelet transforms, nondecimated transforms, wavelet packet transforms, nondecimated wavelet packet transforms, multiple wavelet transforms, complex-valued wavelet transforms, wavelet shrinkage for various kinds of data, locally stationary wavelet time series, nonstationary multiscale transfer function modeling, density estimation.

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Version

Install

install.packages('wavethresh')

Monthly Downloads

80,051

Version

4.6.1

License

GPL (>= 2)

Maintainer

Guy Nason

Last Published

October 31st, 2012

Functions in wavethresh (4.6.1)

wavethresh-package

Wavelet transforms and associated statistical methodology.
accessD

Get "detail" (mother wavelet) coefficients data from wavelet object
wd.object

Wavelet decomposition objects
ssq

Compute sum of squares difference between two vectors
ConvertMessage

Print out a text message about an object which is from old version of WaveThresh
putpacket.wst

Put a packet of coefficients into a packet ordered non-decimated wavelet object (wst).
FullWaveletCV

Perform whole wavelet cross-validation in C code
AvBasis

Basis averaging ("inversion")
CWCV

C Wavelet Cross-validation
accessC.wd

Get smoothed data from wavelet object (wd)
IsEarly.wd

Function to detect whether a wd object is from WaveThresh2 or not
LocalSpec.wst

Obsolete function (use ewspec)
Chires5

Subsid routine for denproj (calcs scaling function coefs without cov)
nullevels

Set whole resolution levels of coefficients equal to zero.
PsiJ

Compute discrete autocorrelation wavelets.
Chires6

Subsid routine for denproj (calcs scaling function coefs with cov)
draw.imwd

Draw mother wavelet associated with an imwd object.
accessC

Get "detail" (mother wavelet) coefficients data from wavelet object
DJ.EX

Produce Donoho and Johnstone test functions
MaNoVe

Make Node Vector (using Coifman-Wickerhauser best-basis type algorithm)
AutoBasis

Run Coifman-Wickerhauser best basis algorithm on wavelet packet object
LocalSpec

Compute Nason and Silverman smoothed wavelet periodogram.
accessD.wp

Obtain whole resolution level of wavelet packet coefficients from a wavelet packet object (wp).
BabySS

Physiological data time series.
MaNoVe.wst

Make Node Vector (using Coifman-Wickerhauser best-basis type algorithm) on nondecimated wavelet transform object
LocalSpec.wd

Compute Nason and Silverman raw or smoothed wavelet periodogram.
IsEarly.default

Detects whether object is from an earlier version of WaveThresh
Best1DCols

Extract the best (one-dimensional) nondecimated WP packets
Crsswav

Wrapper to C code version of rsswav
WaveletCV

Wavelet cross-validation
accessD.wpst

Get coefficients from a non-decimated wavelet packet object (wpst) in time order.
BabyECG

Physiological data time series.
getpacket.wst

Get packet of coefficients from a packet ordered non-decimated wavelet object (wst).
InvBasis

Generic basis inversion for libraries
draw.imwdc

Draw mother wavelet associated with an imwdc object.
accessD.mwd

Get wavelet coefficients from multiple wavelet structure (mwd).
CWavDE

Simple wavelet density estimator with hard thresholding
draw.mwd

Draws a wavelet or scaling function used to compute an `mwd' object
plot.irregwd

Plot variance factors of wavelet transform coefficients for irregularly spaced wavelet transform object
bestm

Function called by makewpstRO to identify which packets are individually good for correlating with a response
putD.wd3D

Put wavelet coefficient array into a 3D wavelet object
HaarConcat

Generate a concatenated Haar MA process
basisplot.wp

Function to graphically select a wavelet packet basis
getpacket.wpst

Get packet of coefficients from a non-decimated wavelet packet object (wpst).
accessC.wst

Get smoothed data from packet ordered non-decimated wavelet object (wst)
ScalingFunction

Compute scaling functions on internally predefined grid
convert.wd

Convert a non-decimated wd object into a wst object.
LSWsim

Simulate arbitrary locally stationary wavelet process.
HaarMA

Generate Haar MA processes.
accessC.mwd

Get Smoothed Data from Wavelet Structure
BAYES.THR

Bayesian wavelet thresholding.
accessD.wd3D

Get wavelet coefficients from 3D wavelet object
CanUseMoreThanOneColor

Deprecated function
basisplot

Generic basis plot function
convert

Convert one type of wavelet object into another.
mfilter.select

Provide filter coefficients for multiple wavelets.
putpacket.wst2D

Replace packet of coefficients in a two-dimensional non-decimated wavelet object (wst2D).
IsPowerOfTwo

Decides whether vector elements are integral powers of two (returns NA if not).
ewspec

Compute evolutionary wavelet spectrum estimate.
getpacket.wst2D

Get packet of coefficients from a two-dimensional non-decimated wavelet object (wst2D).
cns

Create new zeroed spectrum.
filter.select

Provide wavelet filter coefficients.
checkmyews

Check a LSW spectrum through repeated simulation and empirical averages
compress.default

Do "zero" run-length encoding compression of a vector of numbers.
convert.wst

Convert a non-decimated wst object into a wd object.
av.basis

Perform basis averaging for wst class object
draw.wp

Draw wavelet packet associated with a wp object.
l2norm

Compute L2 distance between two vectors of numbers.
TOthreshda1

Data analytic wavelet thresholding routine
summary.wpst

Print out some basic information associated with a wpst object
doppler

Evaluate the Donoho and Johnstone Doppler signal.
denplot

Calculate plotting information for a density estimate.
Psiname

Return a PsiJ list object style name.
InvBasis.wst

Invert a wst library representation with a basis specification
griddata objects

Data interpolated to a grid objects.
sure

Computes the minimum of the SURE thresholding function
getpacket

Get a packet of coefficients from a wavelet object
compgrot

Compute empirical shift for time ordered non-decimated transforms.
AvBasis.wst

Perform basis averaging for (packet-ordered) non-decimated wavelet transform.
guyrot

Cyclically rotate elements of a vector
threshold.wp

Threshold wavelet packet decomposition object
makewpstDO

Help page for a function
ipd

Inductance plethysmography data.
Whistory

Obsolete function supposedly detailed history of object
imwdc.object

Two-dimensional compressed wavelet decomposition objects.
putC.mwd

Put smoothed data into wavelet structure
firstdot

Return the location of the first period character within a character string (for a vector of strings of arbitrary length).
Shannon.entropy

Compute Shannon entropy
example.1

Compute and return piecewise polynomial coordinates.
basisplot.BP

Plot time-frequency plane and basis slots associated with basis object
IsEarly

Generic function to detect whether object is from an early version
plot.wst

Plot packet-ordered non-decimated wavelet transform coefficients.
compress

Compress objects
drawbox

Draw a shaded coloured box
lt.to.name

Convert desired level and orientation into code used by imwd
print.wd

Print out information about an wd object in readable form.
rfft

Real Fast Fourier transform
accessD.wst

Get mother wavelet coefficients from a packet ordered non-decimated wavelet object (wst).
rfftinv

Inverse real FFT, inverse of rfft
summary.wd

Print out some basic information associated with a wd object
putD

Put mother wavelet coefficients into wavelet structure
compare.filters

Compares two filters.
modernise.wd

Modernise a wd class object
denwd

Wavelet decomposition of empirical scaling function coefficients of a p.d.f.
nullevels.wd

Sets whole resolution levels of coefficients equal to zero in a wd object.
mwr

Multiple discrete wavelet transform (reconstruction).
image.wd

Produce image representation of nondecimated wavelet transform
wpst

Non-decimated wavelet packet transform.
madmad

Compute square of median absolute deviation (mad) function.
first.last

Build a first/last database for wavelet transforms.
putC.wp

Warning function when trying to insert father wavelet coefficients into wavelet packet object (wp).
plot.nvwp

Depict wavelet packet basis specfication
modernise

Generic function to upgrade a V2 WaveThresh object to V4
rmname

Return a ipndacw matrix style name.
putC.wd

Puts a whole resolution level of father wavelet coeffients into wd wavelet object.
linfnorm

Compute L infinity distance between two vectors of numbers.
tpwd

Tensor product 2D wavelet transform
summary.wp

Print out some basic information associated with a wp object
threshold.imwd

Threshold two-dimensional wavelet decomposition object
levarr

Subsidiary routine that generates a particular permutation
wpst2m

Converts a nondecimated wavelet packet object to a (large) matrix with packets stored as columns
dof

Compute number of non-zero coefficients in wd object
print.wpstCL

Prints some information about a wpstCL object
print.wst

Print out information about an wst object in readable form.
dencvwd

Calculate variances of wavlet coefficients of a p.d.f.
plotdenwd

Plot the wavelet coefficients of a p.d.f.
putD.wst

Puts a whole resolution level of mother wavelet coeffients into wst wavelet object.
newsure

Version of sure that acts as subsidiary for threshold.irregwd
print.imwd

Print out information about an imwd object in readable form.
wr.mwd

Multiple wavelet reconstruction for mwd objects
first.last.dh

Build special first/last database for some wavelet density functions
drawwp.default

Subsidiary routine that actually computes wavelet packet values
putDwd3Dcheck

Check argument list for putD.wd3D
mfirst.last

Build a first/last database for multiple wavelet transforms.
uncompress.imwdc

Uncompress an imwdc class object
plotpkt

Sets up a high level plot ready to show the time-frequency plane and wavelet packet basis slots
nlevelsWT

Returns number of scale (resolution) levels.
getarrvec

Compute and return weaving permutation for conversion from wst objects to wd class objects.
imwr

Inverse two-dimensional wavelet transform.
irregwd.objects

Irregular wavelet decomposition objects.
putD.wp

Puts a whole resolution level of wavelet packet coeffients into wp wavelet object.
summary.wd3D

Print out some basic information associated with a wd3D object
nullevels.imwd

Sets whole resolution levels of coefficients equal to zero in a imwd object.
mwd.object

Multiple wavelet decomposition object (1D)
wd.dh

Compute specialized wavelet transform for density estimation
imwd.object

Two-dimensional wavelet decomposition objects.
print.wd3D

Print out information about an wd3D object in a readable form.
threshold

Threshold coefficients
makegrid

Interpolate data to a grid.
logabs

Take the logarithm of the squares of the argument
c2to4

Take integer, represent in binary, then think of and return that representation in base 4
print.wp

Print out information about an wd object in readable form.
wpstCLASS

Predict values using new time series values via a non-decimated wavelet packet discrimination object.
mprefilter

Multiwavelet prefilter
imwr.imwd

Inverse two-dimensional discrete wavelet transform.
print.w2d

Print method for printing w2d class objects
numtonv

Convert an index number into a node vector object.
wr.int

Computes inverse "wavelets on the interval" transform.
print.wpst

Prints out basic information about a wpst class object
threshold.wd

Threshold (DWT) wavelet decomposition object
MaNoVe.wp

Make Node Vector (using Coifman-Wickerhauser best-basis type algorithm) on wavelet packet object
summary.mwd

Use summary() on a mwd object.
print.wpstDO

Print information about a wpstDO class object
draw.wd

Draw mother wavelet or scaling function associated with wd object.
threshold.mwd

Use threshold on an mwd object.
wvrelease

Prints out the release number of the WaveThresh package
putD.mwd

Put wavelet coefficients into multiple wavelet structure
wavegrow

Interactive graphical tool to grow a wavelet synthesis
wpstREGR

Construct data frame using new time series using information from a previously constructed wpstRO object
putD.wd

Puts a whole resolution level of mother wavelet coeffients into wd wavelet object.
print.BP

Print top best basis information for BP class object
print.nvwp

Print a wavelet packet node vector object, also used by several other functions to obtain packet list information
print.imwdc

Print out information about an imwdc object in readable form.
rmget

Search for existing ipndacw matrices.
compress.imwd

Compress a (thresholded) imwd class object by removing zeroes.
rcov

Computes robust estimate of covariance matrix
putpacket.wp

Inserts a packet of coefficients into a wavelet packet object (wp).
simchirp

Compute and return simulated chirp function.
print.wst2D

Print out information about an wst2d object in a readable form.
wst2D

(Packet-ordered) 2D non-decimated wavelet transform.
BMdiscr

Subsidiary routine for makewpstDO function
Cthreshold

Calls C code to threshold wd class object.
wvcvlrss

Computes estimate of error for function estimate.
putC.wst

Puts a whole resolution level of father wavelet coeffients into wst wavelet object.
putpacket

Insert a packet of coefficients into a wavelet object.
threshold.irregwd

hold irregularly spaced wavelet decomposition object
wp

Wavelet packet transform.
wd.int

Computes "wavelets on the interval" transform
makewpstRO

Make a wavelet packet regression object from a dependent and independent time series variable.
wst.object

(Packet ordered) Nondecimated wavelet transform decomposition objects.
summary.imwdc

Print out some basic information associated with an imwdc object
wd3D.object

Three-dimensional wavelet object
mpostfilter

Multiwavelet postfilter
nv.object

Node vector objects.
GetRSSWST

Computes estimate of error for function estimate.
irregwd

Irregular wavelet transform (decomposition).
summary.imwd

Print out some basic information associated with an imwd object
wd

Wavelet transform (decomposition).
tpwr

Inverse tensor product 2D wavelet transform.
teddy

Picture of a teddy bear's picnic.
threshold.wst

Threshold (NDWT) packet-ordered non-decimated wavelet decomposition object
plot.mwd

Use plot on an mwd object.
wd3D

Three-dimensional discrete wavelet transform
wr.wd

Wavelet reconstruction for wd class objects (inverse discrete wavelet transform).
print.nv

Print a node vector object, also used by several other functions to obtain packet list information
InvBasis.wp

Invert a wp library representation with a particular basis spec
wr

Wavelet reconstruction (inverse DWT).
GenW

Generate (inverse) discrete wavelet transform matrix.
TOgetthrda1

Subsidiary routines for Ogden and Parzen's wavelet shrinkage methods
wstCV

Performs two-fold cross-validation estimation using packet-ordered non-decimated wavelet transforms and one, global, threshold.
support

Returns support of compactly supported wavelets.
uncompress

Uncompress objects
accessC.wp

Warning function when trying to access smooths from wavelet packet object (wp).
wvmoments

Compute moments of wavelets or scaling function
print.w2m

Print a w2m class object
wst

Packet-ordered non-decimated wavelet transform.
Whistory.wst

Obsolete function: as Whistory, but for wst objects
wp.object

Wavelet Packet decomposition objects.
plot.wd

Plot wavelet transform coefficients.
denwr

Wavelet reconstruction for density estimation.
image.wst

Produce image representation of a wst class object
uncompress.default

Undo zero run-length encoding for a vector.
accessD.wd

Get detail (mother wavelet) coefficients from wavelet object (wd).
wpst2discr

Reshape/reformat packet coefficients into a multivariate data set
denproj

Calculate empirical scaling function coefficients of a p.d.f.
putC

Put smoothed data (father wavelet) coefficients into wavelet structure
draw.default

Draw picture of a wavelet or scaling function.
AvBasis.wst2D

Perform basis averaging for (packet-ordered) 2D non-decimated wavelet transform.
threshold.wd3D

Threshold 3D DWT object
draw.wst

Draw mother wavelet or scaling function associated with wst object.
PsiJmat

Compute discrete autocorrelation wavelets but return result in matrix form.
dclaw

Claw distribution
imwd

Two-dimensional wavelet transform (decomposition).
addpkt

Add a wavelet packet box to an already set up time-frequency plot
rotateback

Cyclically shift a vector one place to the right
summary.wst2D

Print out some basic information associated with a wst2D object
draw

Draw wavelets or scaling functions.
TOthreshda2

Data analytic wavelet thresholding routine
imwr.imwdc

Inverse two-dimensional discrete wavelet transform.
getpacket.wp

Get packet of coefficients from a wavelet packet object (wp).
nlevelsWT.default

Returns number of levels associated with an object
threshold.imwdc

Threshold two-dimensional compressed wavelet decomposition object
conbar

Performs inverse DWT reconstruction step
mwd

Discrete multiple wavelet transform (decomposition).
wstCVl

Performs two-fold cross-validation estimation using packet-ordered non-decimated wavelet transforms and a (vector) level-dependent threshold.
print.mwd

Use print() on a mwd object.
ipndacw

Compute inner product matrix of discrete non-decimated autocorrelation wavelets.
rm.det

Set coarse levels of a wavelets on the interval transform object to zero
lennon

John Lennon image.
nullevels.wst

Sets whole resolution levels of coefficients equal to zero in a wst object.
plot.imwd

Draw a picture of the 2D wavelet coefficients using image
plot.wp

Plot wavelet packet transform coefficients
rfftwt

Weight a Fourier series sequence by a set of weights
summary.wst

Print out some basic information associated with a wst object
plot.wst2D

Plot packet-ordered 2D non-decimated wavelet coefficients.
rsswav

Compute mean residual sum of squares for odd prediction of even ordinates and vice versa
print.wpstRO

Print a wpstRO class object
wr3D

Inverse DWT for 3D DWT object.
wst2D.object

(Packet ordered) Two-dimensional nondecimated wavelet transform decomposition objects.