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wavethresh (version 4.7.2)

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

42,335

Version

4.7.2

License

GPL (>= 2)

Maintainer

Guy Nason

Last Published

November 16th, 2022

Functions in wavethresh (4.7.2)

BAYES.THR

Bayesian wavelet thresholding.
AutoBasis

Run Coifman-Wickerhauser best basis algorithm on wavelet packet object
Best1DCols

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

Physiological data time series.
AvBasis.wst2D

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

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

Basis averaging ("inversion")
BabyECG

Physiological data time series.
BMdiscr

Subsidiary routine for makewpstDO function
Crsswav

Wrapper to C code version of rsswav
FullWaveletCV

Perform whole wavelet cross-validation in C code
GenW

Generate (inverse) discrete wavelet transform matrix.
Chires6

Subsid routine for denproj (calcs scaling function coefs with cov)
Chires5

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

Deprecated function
CWCV

C Wavelet Cross-validation
CWavDE

Simple wavelet density estimator with hard thresholding
ConvertMessage

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

Calls C code to threshold wd class object.
DJ.EX

Produce Donoho and Johnstone test functions
IsEarly.wd

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

Detects whether object is from an earlier version of WaveThresh
IsPowerOfTwo

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

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

Generic basis inversion for libraries
HaarMA

Generate Haar MA processes.
InvBasis.wst

Invert a wst library representation with a basis specification
GetRSSWST

Computes estimate of error for function estimate.
HaarConcat

Generate a concatenated Haar MA process
InvBasis.wp

Invert a wp library representation with a particular basis spec
MaNoVe.wst

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

Compute Nason and Silverman smoothed wavelet periodogram.
LSWsim

Simulate arbitrary locally stationary wavelet process.
PsiJ

Compute discrete autocorrelation wavelets.
LocalSpec.wst

Obsolete function (use ewspec)
LocalSpec.wd

Compute Nason and Silverman raw or smoothed wavelet periodogram.
Psiname

Return a PsiJ list object style name.
PsiJmat

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

Obsolete function supposedly detailed history of object
Shannon.entropy

Compute Shannon entropy
ScalingFunction

Compute scaling functions on internally predefined grid
TOthreshda1

Data analytic wavelet thresholding routine
WaveletCV

Wavelet cross-validation
TOgetthrda1

Subsidiary routines for Ogden and Parzen's wavelet shrinkage methods
Whistory.wst

Obsolete function: as Whistory, but for wst objects
accessC.mwd

Get Smoothed Data from Wavelet Structure
accessD.wp

Obtain whole resolution level of wavelet packet coefficients from a wavelet packet object (wp).
TOthreshda2

Data analytic wavelet thresholding routine
WTEnv

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

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

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

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

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

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

Get "detail" (mother wavelet) coefficients data from wavelet object
accessD.wd3D

Get wavelet coefficients from 3D wavelet object
accessC.wp

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

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

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

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

Generic basis plot function
av.basis

Perform basis averaging for wst class object
checkmyews

Check a LSW spectrum through repeated simulation and empirical averages
c2to4

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

Compares two filters.
basisplot.wp

Function to graphically select a wavelet packet basis
cns

Create new zeroed spectrum.
bestm

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

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

Estimate real signal using complex-valued wavelets
convert.wst

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

Evaluate the Donoho and Johnstone Doppler signal.
draw

Draw wavelets or scaling functions.
dclaw

Claw distribution
draw.wd

Draw mother wavelet or scaling function associated with wd object.
compress.default

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

Draw wavelet packet associated with a wp object.
dof

Compute number of non-zero coefficients in wd object
compress

Compress objects
compgrot

Compute empirical shift for time ordered non-decimated transforms.
draw.imwdc

Draw mother wavelet associated with an imwdc object.
denplot

Calculate plotting information for a density estimate.
dencvwd

Calculate variances of wavlet coefficients of a p.d.f.
example.1

Compute and return piecewise polynomial coordinates.
draw.default

Draw picture of a wavelet or scaling function.
accessD.wst

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

Get variance information from irregularly spaced wavelet decomposition object.
denwr

Wavelet reconstruction for density estimation.
compress.imwd

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

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

Convert one type of wavelet object into another.
find.parameters

Find estimates of prior parameters
conbar

Performs inverse DWT reconstruction step
draw.mwd

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

Compute evolutionary wavelet spectrum estimate.
denproj

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

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

Subsidiary routine that actually computes wavelet packet values
draw.wst

Draw mother wavelet or scaling function associated with wst object.
first.last

Build a first/last database for wavelet transforms.
drawbox

Draw a shaded coloured box
getpacket.wst

Get packet of coefficients from a packet ordered non-decimated wavelet object (wst).
getpacket.wst2D

Get packet of coefficients from a two-dimensional non-decimated wavelet object (wst2D).
l2norm

Compute L2 distance between two vectors of numbers.
lennon

John Lennon image.
mfirst.last

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

Generic function to upgrade a V2 WaveThresh object to V4
draw.imwd

Draw mother wavelet associated with an imwd object.
getpacket.wpst

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

Irregular wavelet transform (decomposition).
imwd

Two-dimensional wavelet transform (decomposition).
griddata objects

Data interpolated to a grid objects.
nv.object

Node vector objects.
modernise.wd

Modernise a wd class object
linfnorm

Compute L infinity distance between two vectors of numbers.
getpacket

Get a packet of coefficients from a wavelet object
plot.imwd

Draw a picture of the 2D wavelet coefficients using image
mpostfilter

Multiwavelet postfilter
getarrvec

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

Cyclically rotate elements of a vector
levarr

Subsidiary routine that generates a particular permutation
filter.select

Provide wavelet filter coefficients.
mwd.object

Multiple wavelet decomposition object (1D)
plot.wp

Plot wavelet packet transform coefficients
make.dwwt

Compute diagonal of the matrix WWT
makewpstRO

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

Two-dimensional compressed wavelet decomposition objects.
print.wd

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

Compute square of median absolute deviation (mad) function.
plot.wst

Plot packet-ordered non-decimated wavelet transform coefficients.
imwr.imwd

Inverse two-dimensional discrete wavelet transform.
imwr.imwdc

Inverse two-dimensional discrete wavelet transform.
imwd.object

Two-dimensional wavelet decomposition objects.
makegrid

Interpolate data to a grid.
print.imwdc

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

Prints some information about a wpstCL object
imwr

Inverse two-dimensional wavelet transform.
ipd

Inductance plethysmography data.
print.imwd

Print out information about an imwd object in readable form.
irregwd.objects

Irregular wavelet decomposition objects.
ipndacw

Compute inner product matrix of discrete non-decimated autocorrelation wavelets.
print.w2m

Print a w2m class object
putD.wd

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

Multiwavelet prefilter
first.last.dh

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

Put wavelet coefficients into multiple wavelet structure
firstdot

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

Help page for a function
putD.wst

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

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

Multiple discrete wavelet transform (reconstruction).
putC.wp

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

Provide filter coefficients for multiple wavelets.
nullevels.wd

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

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

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

Discrete multiple wavelet transform (decomposition).
nullevels.wst

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

Computes robust estimate of covariance matrix
nlevelsWT

Returns number of scale (resolution) levels.
print.mwd

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

Print out information about an wd object in readable form.
plot.mwd

Use plot on an mwd object.
image.wd

Produce image representation of nondecimated wavelet transform
newsure

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

Convert an index number into a node vector object.
putpacket

Insert a packet of coefficients into a wavelet object.
putpacket.wp

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

Use threshold on an mwd object.
image.wst

Produce image representation of a wst class object
plot.irregwd

Plot variance factors of wavelet transform coefficients for irregularly spaced wavelet transform object
print.wd3D

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

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

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

Print top best basis information for BP class object
putC.wst

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

Sets up a high level plot ready to show the time-frequency plane and wavelet packet basis slots
print.wst2D

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

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

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

Depict wavelet packet basis specfication
summary.imwd

Print out some basic information associated with an imwd object
logabs

Take the logarithm of the squares of the argument
rmname

Return a ipndacw matrix style name.
print.wpstRO

Print a wpstRO class object
plotdenwd

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

Prints out basic information about a wpst class object
summary.wpst

Print out some basic information associated with a wpst object
print.wpstDO

Print information about a wpstDO class object
ssq

Compute sum of squares difference between two vectors
print.w2d

Print method for printing w2d class objects
rotateback

Cyclically shift a vector one place to the right
putDwd3Dcheck

Check argument list for putD.wd3D
summary.wst2D

Print out some basic information associated with a wst2D object
putpacket.wst2D

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

Put mother wavelet coefficients into wavelet structure
putC.mwd

Put smoothed data into wavelet structure
putpacket.wst

Put a packet of coefficients into a packet ordered non-decimated wavelet object (wst).
summary.wd3D

Print out some basic information associated with a wd3D object
nullevels

Set whole resolution levels of coefficients equal to zero.
wr.wd

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

Print out some basic information associated with a wp object
rsswav

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

Print out some basic information associated with a wst object
wd.object

Wavelet decomposition objects
threshold.imwd

Threshold two-dimensional wavelet decomposition object
threshold.wst

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

Picture of a teddy bear's picnic.
rfft

Real Fast Fourier transform
simchirp

Compute and return simulated chirp function.
putD.wp

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

Convert desired level and orientation into code used by imwd
nlevelsWT.default

Returns number of levels associated with an object
summary.imwdc

Print out some basic information associated with an imwdc object
wd

Wavelet transform (decomposition).
rm.det

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

Search for existing ipndacw matrices.
summary.wd

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

Put wavelet coefficient array into a 3D wavelet object
support

Returns support of compactly supported wavelets.
plot.wd

Plot wavelet transform coefficients.
summary.mwd

Use summary() on a mwd object.
wavethresh-package

tools:::Rd_package_title("wavethresh")
wavegrow

Interactive graphical tool to grow a wavelet synthesis
wd.dh

Compute specialized wavelet transform for density estimation
threshold.irregwd

hold irregularly spaced wavelet decomposition object
threshold

Threshold coefficients
threshold.imwdc

Threshold two-dimensional compressed wavelet decomposition object
tpwr

Inverse tensor product 2D wavelet transform.
rfftinv

Inverse real FFT, inverse of rfft
threshold.wd3D

Threshold 3D DWT object
threshold.wp

Threshold wavelet packet decomposition object
rfftwt

Weight a Fourier series sequence by a set of weights
wr.int

Computes inverse "wavelets on the interval" transform.
wd3D

Three-dimensional discrete wavelet transform
wd3D.object

Three-dimensional wavelet object
wpst2discr

Reshape/reformat packet coefficients into a multivariate data set
wpst

Non-decimated wavelet packet transform.
sure

Computes the minimum of the SURE thresholding function
test.dataCT

Test functions for wavelet regression and thresholding
threshold.wd

Threshold (DWT) wavelet decomposition object
uncompress

Uncompress objects
wst

Packet-ordered non-decimated wavelet transform.
wr.mwd

Multiple wavelet reconstruction for mwd objects
wst.object

(Packet ordered) Nondecimated wavelet transform decomposition objects.
wd.int

Computes "wavelets on the interval" transform
uncompress.default

Undo zero run-length encoding for a vector.
wst2D.object

(Packet ordered) Two-dimensional nondecimated wavelet transform decomposition objects.
wst2D

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

Computes estimate of error for function estimate.
wpstREGR

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

Uncompress an imwdc class object
wpst2m

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

Tensor product 2D wavelet transform
wstCV

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

Predict values using new time series values via a non-decimated wavelet packet discrimination object.
wr3D

Inverse DWT for 3D DWT object.
wp.object

Wavelet Packet decomposition objects.
wp

Wavelet packet transform.
wstCVl

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

Wavelet reconstruction (inverse DWT).
wvrelease

Prints out the release number of the WaveThresh package
wvmoments

Compute moments of wavelets or scaling function