wavethresh package - RDocumentation

wavethresh-package

Wavelet transforms and associated statistical methodology.

BAYES.THR

Bayesian wavelet thresholding.

AvBasis.wst

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

AvBasis

Basis averaging ("inversion")

Best1DCols

Extract the best (one-dimensional) nondecimated WP packets

BabySS

Physiological data time series.

BabyECG

Physiological data time series.

BMdiscr

Subsidiary routine for makewpstDO function

AvBasis.wst2D

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

CWCV

C Wavelet Cross-validation

Chires5

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

AutoBasis

Run Coifman-Wickerhauser best basis algorithm on wavelet packet object

ConvertMessage

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

LocalSpec

Compute Nason and Silverman smoothed wavelet periodogram.

DJ.EX

Produce Donoho and Johnstone test functions

Cthreshold

Calls C code to threshold wd class object.

IsEarly.default

Detects whether object is from an earlier version of WaveThresh

CWavDE

Simple wavelet density estimator with hard thresholding

IsEarly

Generic function to detect whether object is from an early version

FullWaveletCV

Perform whole wavelet cross-validation in C code

LSWsim

Simulate arbitrary locally stationary wavelet process.

Chires6

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

LocalSpec.wd

Compute Nason and Silverman raw or smoothed wavelet periodogram.

Crsswav

Wrapper to C code version of rsswav

IsEarly.wd

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

Whistory

Obsolete function supposedly detailed history of object

InvBasis.wp

Invert a wp library representation with a particular basis spec

HaarMA

Generate Haar MA processes.

PsiJmat

Compute discrete autocorrelation wavelets but return result in matrix form.

Psiname

Return a PsiJ list object style name.

InvBasis.wst

Invert a wst library representation with a basis specification

WTEnv

Environment that exists to store intermediate calculations for re-use within the same R session.

CanUseMoreThanOneColor

Deprecated function

WaveletCV

Wavelet cross-validation

TOthreshda1

Data analytic wavelet thresholding routine

IsPowerOfTwo

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

TOthreshda2

Data analytic wavelet thresholding routine

InvBasis

Generic basis inversion for libraries

GenW

Generate (inverse) discrete wavelet transform matrix.

denwd

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

accessD.wst

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

denwr

Wavelet reconstruction for density estimation.

Whistory.wst

Obsolete function: as Whistory, but for wst objects

accessD.wpst

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

convert

Convert one type of wavelet object into another.

convert.wd

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

draw.imwd

Draw mother wavelet associated with an imwd object.

LocalSpec.wst

Obsolete function (use ewspec)

draw.imwdc

Draw mother wavelet associated with an imwdc object.

accessC.wp

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

imwd.object

Two-dimensional wavelet decomposition objects.

accessC.wd

Get smoothed data from wavelet object (wd)

accessC.mwd

Get Smoothed Data from Wavelet Structure

MaNoVe.wp

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

MaNoVe

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

ScalingFunction

Compute scaling functions on internally predefined grid

Shannon.entropy

Compute Shannon entropy

accessC.wst

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

imwdc.object

Two-dimensional compressed wavelet decomposition objects.

imwr.imwdc

Inverse two-dimensional discrete wavelet transform.

ipd

Inductance plethysmography data.

GetRSSWST

Computes estimate of error for function estimate.

MaNoVe.wst

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

cns

Create new zeroed spectrum.

HaarConcat

Generate a concatenated Haar MA process

checkmyews

Check a LSW spectrum through repeated simulation and empirical averages

PsiJ

Compute discrete autocorrelation wavelets.

accessD.wp

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

accessD.wd3D

Get wavelet coefficients from 3D wavelet object

modernise.wd

Modernise a wd class object

accessc

Get variance information from irregularly spaced wavelet decomposition object.

basisplot

Generic basis plot function

modernise

Generic function to upgrade a V2 WaveThresh object to V4

accessD.mwd

Get wavelet coefficients from multiple wavelet structure (mwd).

plotdenwd

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

plot.nvwp

Depict wavelet packet basis specfication

plot.mwd

Use plot on an mwd object.

plotpkt

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

accessC

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

putD.wd3D

Put wavelet coefficient array into a 3D wavelet object

convert.wst

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

putD.wp

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

print.wpstDO

Print information about a wpstDO class object

print.wpstCL

Prints some information about a wpstCL object

putD.wd

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

dclaw

Claw distribution

cthresh

Estimate real signal using complex-valued wavelets

accessD.wd

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

putD.wst

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

accessD

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

dencvwd

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

compare.filters

Compares two filters.

denplot

Calculate plotting information for a density estimate.

denproj

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

basisplot.wp

Function to graphically select a wavelet packet basis

compgrot

Compute empirical shift for time ordered non-decimated transforms.

ewspec

Compute evolutionary wavelet spectrum estimate.

addpkt

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

draw.mwd

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

draw.wd

Draw mother wavelet or scaling function associated with wd object.

firstdot

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

threshold.wd

Threshold (DWT) wavelet decomposition object

basisplot.BP

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

filter.select

Provide wavelet filter coefficients.

draw.wst

Draw mother wavelet or scaling function associated with wst object.

draw.wp

Draw wavelet packet associated with a wp object.

compress.imwd

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

av.basis

Perform basis averaging for wst class object

getarrvec

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

find.parameters

Find estimates of prior parameters

mfirst.last

Build a first/last database for multiple wavelet transforms.

mfilter.select

Provide filter coefficients for multiple wavelets.

example.1

Compute and return piecewise polynomial coordinates.

getpacket.wst

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

draw

Draw wavelets or scaling functions.

imwd

Two-dimensional wavelet transform (decomposition).

linfnorm

Compute L infinity distance between two vectors of numbers.

image.wst

Produce image representation of a wst class object

draw.default

Draw picture of a wavelet or scaling function.

getpacket.wpst

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

conbar

Performs inverse DWT reconstruction step

drawbox

Draw a shaded coloured box

nlevelsWT.default

Returns number of levels associated with an object

nlevelsWT

Returns number of scale (resolution) levels.

bestm

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

uncompress.imwdc

Uncompress an imwdc class object

wd3D.object

Three-dimensional wavelet object

wp

Wavelet packet transform.

wavegrow

Interactive graphical tool to grow a wavelet synthesis

threshold.wd3D

Threshold 3D DWT object

drawwp.default

Subsidiary routine that actually computes wavelet packet values

lt.to.name

Convert desired level and orientation into code used by imwd

madmad

Compute square of median absolute deviation (mad) function.

logabs

Take the logarithm of the squares of the argument

plot.irregwd

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

plot.imwd

Draw a picture of the 2D wavelet coefficients using image

wr

Wavelet reconstruction (inverse DWT).

print.nv

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

first.last

Build a first/last database for wavelet transforms.

wr.int

Computes inverse "wavelets on the interval" transform.

c2to4

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

print.nvwp

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

print.wst

Print out information about an wst object in readable form.

print.wpstRO

Print a wpstRO class object

first.last.dh

Build special first/last database for some wavelet density functions

griddata objects

Data interpolated to a grid objects.

getpacket.wst2D

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

compress

Compress objects

print.wst2D

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

lennon

John Lennon image.

putC

Put smoothed data (father wavelet) coefficients into wavelet structure

mwd

Discrete multiple wavelet transform (decomposition).

mwd.object

Multiple wavelet decomposition object (1D)

plot.wd

Plot wavelet transform coefficients.

dof

Compute number of non-zero coefficients in wd object

putDwd3Dcheck

Check argument list for putD.wd3D

compress.default

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

getpacket

Get a packet of coefficients from a wavelet object

doppler

Evaluate the Donoho and Johnstone Doppler signal.

summary.imwd

Print out some basic information associated with an imwd object

putpacket

Insert a packet of coefficients into a wavelet object.

summary.imwdc

Print out some basic information associated with an imwdc object

summary.wst2D

Print out some basic information associated with a wst2D object

imwr

Inverse two-dimensional wavelet transform.

imwr.imwd

Inverse two-dimensional discrete wavelet transform.

guyrot

Cyclically rotate elements of a vector

image.wd

Produce image representation of nondecimated wavelet transform

getpacket.wp

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

levarr

Subsidiary routine that generates a particular permutation

newsure

Version of sure that acts as subsidiary for threshold.irregwd

l2norm

Compute L2 distance between two vectors of numbers.

plot.wp

Plot wavelet packet transform coefficients

irregwd.objects

Irregular wavelet decomposition objects.

mwr

Multiple discrete wavelet transform (reconstruction).

ipndacw

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

makewpstDO

Help page for a function

irregwd

Irregular wavelet transform (decomposition).

makegrid

Interpolate data to a grid.

make.dwwt

Compute diagonal of the matrix WWT

print.BP

Print top best basis information for BP class object

nullevels

Set whole resolution levels of coefficients equal to zero.

nullevels.imwd

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

putC.mwd

Put smoothed data into wavelet structure

print.w2d

Print method for printing w2d class objects

print.w2m

Print a w2m class object

print.imwd

Print out information about an imwd object in readable form.

nv.object

Node vector objects.

numtonv

Convert an index number into a node vector object.

putC.wd

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

print.wp

Print out information about an wd object in readable form.

putpacket.wp

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

print.wpst

Prints out basic information about a wpst class object

support

Returns support of compactly supported wavelets.

test.dataCT

Test functions for wavelet regression and thresholding

print.imwdc

Print out information about an imwdc object in readable form.

print.mwd

Use print() on a mwd object.

putpacket.wst2D

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

makewpstRO

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

putpacket.wst

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

rotateback

Cyclically shift a vector one place to the right

sure

Computes the minimum of the SURE thresholding function

teddy

Picture of a teddy bear's picnic.

putC.wst

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

rsswav

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

putC.wp

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

rfftwt

Weight a Fourier series sequence by a set of weights

rm.det

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

rcov

Computes robust estimate of covariance matrix

wr.wd

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

tpwr

Inverse tensor product 2D wavelet transform.

wr.mwd

Multiple wavelet reconstruction for mwd objects

tpwd

Tensor product 2D wavelet transform

simchirp

Compute and return simulated chirp function.

ssq

Compute sum of squares difference between two vectors

threshold.irregwd

hold irregularly spaced wavelet decomposition object

threshold.mwd

Use threshold on an mwd object.

threshold

Threshold coefficients

wpst2m

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

summary.wd3D

Print out some basic information associated with a wd3D object

summary.wp

Print out some basic information associated with a wp object

wpst2discr

Reshape/reformat packet coefficients into a multivariate data set

wr3D

Inverse DWT for 3D DWT object.

wd.int

Computes "wavelets on the interval" transform

wst

Packet-ordered non-decimated wavelet transform.

wd.dh

Compute specialized wavelet transform for density estimation

mpostfilter

Multiwavelet postfilter

wvmoments

Compute moments of wavelets or scaling function

nullevels.wd

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

mprefilter

Multiwavelet prefilter

wvrelease

Prints out the release number of the WaveThresh package

summary.wpst

Print out some basic information associated with a wpst object

summary.wst

Print out some basic information associated with a wst object

threshold.wp

Threshold wavelet packet decomposition object

uncompress.default

Undo zero run-length encoding for a vector.

uncompress

Uncompress objects

nullevels.wst

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

threshold.wst

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

wd

Wavelet transform (decomposition).

plot.wst

Plot packet-ordered non-decimated wavelet transform coefficients.

wd.object

Wavelet decomposition objects

wd3D

Three-dimensional discrete wavelet transform

wp.object

Wavelet Packet decomposition objects.

wst2D

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

wst.object

(Packet ordered) Nondecimated wavelet transform decomposition objects.

wpst

Non-decimated wavelet packet transform.

plot.wst2D

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

wst2D.object

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

print.wd

Print out information about an wd object in readable form.

wvcvlrss

Computes estimate of error for function estimate.

wstCVl

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

wstCV

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

putD

Put mother wavelet coefficients into wavelet structure

print.wd3D

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

putD.mwd

Put wavelet coefficients into multiple wavelet structure

rfft

Real Fast Fourier transform

rmname

Return a ipndacw matrix style name.

rmget

Search for existing ipndacw matrices.

rfftinv

Inverse real FFT, inverse of rfft

summary.mwd

Use summary() on a mwd object.

summary.wd

Print out some basic information associated with a wd object

threshold.imwd

Threshold two-dimensional wavelet decomposition object

threshold.imwdc

Threshold two-dimensional compressed wavelet decomposition object

wpstCLASS

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

wpstREGR

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

wavethresh (version 4.6.8)

Wavelets Statistics and Transforms

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Functions in wavethresh (4.6.8)