wavethresh-package: Wavelet transforms and associated statistical methodology.
Description
Performs one-, two- and three-dimensional wavelet
transforms, nondecimated transforms, wavelet packet transforms,
nondecimated wavelet packet transforms,
complex-valued wavelet transforms, wavelet shrinkage for various
kinds of data, locally stationary wavelet time series,
nonstationary multiscale transfer function modeling,
density estimation.
Nason, G.P. (2008) Wavelet methods in Statistics with R. Springer, New York.
http://www.springer.com/statistics/statistical+theory+and+methods/book/978-0-387-75960-9{Book URL.}
Errata and fast-breaking news: http://www.stats.bris.ac.uk/~wavethresh