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wavethresh (version 4.7.1)

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

74,479

Version

4.7.1

License

GPL (>= 2)

Maintainer

Guy Nason

Last Published

November 9th, 2022

Functions in wavethresh (4.7.1)

Best1DCols

Extract the best (one-dimensional) nondecimated WP packets
AvBasis.wst

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

Physiological data time series.
AutoBasis

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

Subsidiary routine for makewpstDO function
CWCV

C Wavelet Cross-validation
BabySS

Physiological data time series.
BAYES.THR

Bayesian wavelet thresholding.
Chires6

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

Simple wavelet density estimator with hard thresholding
AvBasis.wst2D

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

Basis averaging ("inversion")
FullWaveletCV

Perform whole wavelet cross-validation in C code
InvBasis.wp

Invert a wp library representation with a particular basis spec
GenW

Generate (inverse) discrete wavelet transform matrix.
ConvertMessage

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

Invert a wst library representation with a basis specification
Chires5

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

Generate Haar MA processes.
IsEarly.wd

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

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

Wrapper to C code version of rsswav
CanUseMoreThanOneColor

Deprecated function
GetRSSWST

Computes estimate of error for function estimate.
Cthreshold

Calls C code to threshold wd class object.
IsEarly.default

Detects whether object is from an earlier version of WaveThresh
DJ.EX

Produce Donoho and Johnstone test functions
IsEarly

Generic function to detect whether object is from an early version
InvBasis

Generic basis inversion for libraries
HaarConcat

Generate a concatenated Haar MA process
LSWsim

Simulate arbitrary locally stationary wavelet process.
Psiname

Return a PsiJ list object style name.
MaNoVe

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

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

Compute Nason and Silverman smoothed wavelet periodogram.
LocalSpec.wst

Obsolete function (use ewspec)
MaNoVe.wp

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

Compute Nason and Silverman raw or smoothed wavelet periodogram.
PsiJ

Compute discrete autocorrelation wavelets.
WTEnv

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

Obsolete function supposedly detailed history of object
TOthreshda2

Data analytic wavelet thresholding routine
MaNoVe.wst

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

Obsolete function: as Whistory, but for wst objects
TOgetthrda1

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

Compute scaling functions on internally predefined grid
WaveletCV

Wavelet cross-validation
TOthreshda1

Data analytic wavelet thresholding routine
accessC.mwd

Get Smoothed Data from Wavelet Structure
accessC.wd

Get smoothed data from wavelet object (wd)
accessD.mwd

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

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

Compute Shannon entropy
accessD.wd

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

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

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

Warning function when trying to access smooths from wavelet packet object (wp).
accessD.wd3D

Get wavelet coefficients from 3D wavelet object
accessD

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

Get variance information from irregularly spaced wavelet decomposition object.
accessD.wpst

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

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

Perform basis averaging for wst class object
basisplot

Generic basis plot function
accessD.wst

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

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

Compares two filters.
bestm

Function called by makewpstRO to identify which packets are individually good for correlating with a response
c2to4

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

Check a LSW spectrum through repeated simulation and empirical averages
basisplot.wp

Function to graphically select a wavelet packet basis
cns

Create new zeroed spectrum.
compress.imwd

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

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

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

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

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

Compress objects
cthresh

Estimate real signal using complex-valued wavelets
denproj

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

Compute number of non-zero coefficients in wd object
denwr

Wavelet reconstruction for density estimation.
convert

Convert one type of wavelet object into another.
conbar

Performs inverse DWT reconstruction step
denplot

Calculate plotting information for a density estimate.
dclaw

Claw distribution
dencvwd

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

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

Draw wavelets or scaling functions.
doppler

Evaluate the Donoho and Johnstone Doppler signal.
draw.imwd

Draw mother wavelet associated with an imwd object.
draw.mwd

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

Draw picture of a wavelet or scaling function.
ewspec

Compute evolutionary wavelet spectrum estimate.
draw.wp

Draw wavelet packet associated with a wp object.
draw.wst

Draw mother wavelet or scaling function associated with wst object.
drawwp.default

Subsidiary routine that actually computes wavelet packet values
draw.imwdc

Draw mother wavelet associated with an imwdc object.
draw.wd

Draw mother wavelet or scaling function associated with wd object.
drawbox

Draw a shaded coloured box
getarrvec

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

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

Provide wavelet filter coefficients.
getpacket.wpst

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

Find estimates of prior parameters
example.1

Compute and return piecewise polynomial coordinates.
first.last.dh

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

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

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

Get a packet of coefficients from a wavelet object
guyrot

Cyclically rotate elements of a vector
image.wst

Produce image representation of a wst class object
imwr

Inverse two-dimensional wavelet transform.
getpacket.wst

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

Produce image representation of nondecimated wavelet transform
getpacket.wst2D

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

Two-dimensional compressed wavelet decomposition objects.
griddata objects

Data interpolated to a grid objects.
imwd

Two-dimensional wavelet transform (decomposition).
imwd.object

Two-dimensional wavelet decomposition objects.
l2norm

Compute L2 distance between two vectors of numbers.
lennon

John Lennon image.
ipd

Inductance plethysmography data.
irregwd

Irregular wavelet transform (decomposition).
irregwd.objects

Irregular wavelet decomposition objects.
levarr

Subsidiary routine that generates a particular permutation
ipndacw

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

Compute L infinity distance between two vectors of numbers.
imwr.imwd

Inverse two-dimensional discrete wavelet transform.
imwr.imwdc

Inverse two-dimensional discrete wavelet transform.
makewpstRO

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

Take the logarithm of the squares of the argument
make.dwwt

Compute diagonal of the matrix WWT
lt.to.name

Convert desired level and orientation into code used by imwd
mfilter.select

Provide filter coefficients for multiple wavelets.
madmad

Compute square of median absolute deviation (mad) function.
makewpstDO

Help page for a function
mfirst.last

Build a first/last database for multiple wavelet transforms.
makegrid

Interpolate data to a grid.
modernise

Generic function to upgrade a V2 WaveThresh object to V4
mwd

Discrete multiple wavelet transform (decomposition).
mpostfilter

Multiwavelet postfilter
modernise.wd

Modernise a wd class object
nlevelsWT.default

Returns number of levels associated with an object
newsure

Version of sure that acts as subsidiary for threshold.irregwd
nullevels

Set whole resolution levels of coefficients equal to zero.
mwd.object

Multiple wavelet decomposition object (1D)
mwr

Multiple discrete wavelet transform (reconstruction).
nlevelsWT

Returns number of scale (resolution) levels.
mprefilter

Multiwavelet prefilter
nullevels.imwd

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

Depict wavelet packet basis specfication
numtonv

Convert an index number into a node vector object.
plot.wd

Plot wavelet transform coefficients.
plot.mwd

Use plot on an mwd object.
nullevels.wd

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

Node vector objects.
nullevels.wst

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

Plot packet-ordered non-decimated wavelet transform coefficients.
print.imwdc

Print out information about an imwdc object in readable form.
print.BP

Print top best basis information for BP class object
plotpkt

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

Print out information about an imwd object in readable form.
plot.wp

Plot wavelet packet transform coefficients
plot.wst2D

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

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

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

Use print() on a mwd object.
print.nvwp

Print a wavelet packet node vector object, also used by several other functions to obtain packet list information
print.w2m

Print a w2m class object
print.wp

Print out information about an wd object in readable form.
print.wpstRO

Print a wpstRO class object
print.wpstDO

Print information about a wpstDO class object
print.wpst

Prints out basic information about a wpst class object
print.wd3D

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

Prints some information about a wpstCL object
putC.wst

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

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

Print out information about an wst object in readable form.
print.wd

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

Put smoothed data (father wavelet) coefficients into wavelet structure
print.w2d

Print method for printing w2d class objects
putC.wp

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

Put mother wavelet coefficients into wavelet structure
putD.wd3D

Put wavelet coefficient array into a 3D wavelet object
print.wst2D

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

Puts a whole resolution level of wavelet packet coeffients into wp wavelet object.
putDwd3Dcheck

Check argument list for putD.wd3D
putpacket.wst

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

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

Put smoothed data into wavelet structure
putD.wst

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

Inverse real FFT, inverse of rfft
rm.det

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

Put wavelet coefficients into multiple wavelet structure
rfftwt

Weight a Fourier series sequence by a set of weights
putpacket.wst2D

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

Real Fast Fourier transform
putpacket

Insert a packet of coefficients into a wavelet object.
rmname

Return a ipndacw matrix style name.
putD.wd

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

Print out some basic information associated with an imwdc object
rotateback

Cyclically shift a vector one place to the right
support

Returns support of compactly supported wavelets.
summary.imwd

Print out some basic information associated with an imwd object
rmget

Search for existing ipndacw matrices.
ssq

Compute sum of squares difference between two vectors
summary.wst2D

Print out some basic information associated with a wst2D object
rsswav

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

Computes robust estimate of covariance matrix
sure

Computes the minimum of the SURE thresholding function
summary.wp

Print out some basic information associated with a wp object
simchirp

Compute and return simulated chirp function.
summary.wst

Print out some basic information associated with a wst object
summary.wd3D

Print out some basic information associated with a wd3D object
summary.wd

Print out some basic information associated with a wd object
summary.wpst

Print out some basic information associated with a wpst object
summary.mwd

Use summary() on a mwd object.
threshold

Threshold coefficients
threshold.imwd

Threshold two-dimensional wavelet decomposition object
test.dataCT

Test functions for wavelet regression and thresholding
threshold.irregwd

hold irregularly spaced wavelet decomposition object
threshold.wd

Threshold (DWT) wavelet decomposition object
threshold.mwd

Use threshold on an mwd object.
teddy

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

Threshold two-dimensional compressed wavelet decomposition object
threshold.wp

Threshold wavelet packet decomposition object
threshold.wd3D

Threshold 3D DWT object
uncompress.imwdc

Uncompress an imwdc class object
tpwd

Tensor product 2D wavelet transform
wd.dh

Compute specialized wavelet transform for density estimation
uncompress

Uncompress objects
wd

Wavelet transform (decomposition).
tpwr

Inverse tensor product 2D wavelet transform.
uncompress.default

Undo zero run-length encoding for a vector.
wavethresh-package

tools:::Rd_package_title("wavethresh")
wavegrow

Interactive graphical tool to grow a wavelet synthesis
threshold.wst

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

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

Wavelet Packet decomposition objects.
wp

Wavelet packet transform.
wd.object

Wavelet decomposition objects
wd3D

Three-dimensional discrete wavelet transform
wd.int

Computes "wavelets on the interval" transform
wpst2m

Converts a nondecimated wavelet packet object to a (large) matrix with packets stored as columns
wd3D.object

Three-dimensional wavelet object
wpst2discr

Reshape/reformat packet coefficients into a multivariate data set
wpst

Non-decimated wavelet packet transform.
wr

Wavelet reconstruction (inverse DWT).
wr.wd

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

Construct data frame using new time series using information from a previously constructed wpstRO object
wst2D

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

(Packet ordered) Nondecimated wavelet transform decomposition objects.
wst2D.object

(Packet ordered) Two-dimensional nondecimated wavelet transform decomposition objects.
wr3D

Inverse DWT for 3D DWT object.
wr.mwd

Multiple wavelet reconstruction for mwd objects
wr.int

Computes inverse "wavelets on the interval" transform.
wst

Packet-ordered non-decimated wavelet transform.
wvcvlrss

Computes estimate of error for function estimate.
wvmoments

Compute moments of wavelets or scaling function
wstCV

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

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

Prints out the release number of the WaveThresh package