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wmtsa (version 1.1-1)
Wavelet Methods for Time Series Analysis
Description
Software to book Wavelet Methods for Time Series Analysis, Donald B. Percival and Andrew T. Walden, Cambridge University Press, 2000.
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Install
install.packages('wmtsa')
Monthly Downloads
6
Version
1.1-1
License
GPL-2
Maintainer
ORPHANED
Last Published
September 24th, 2012
Functions in wmtsa (1.1-1)
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wavCWT
Continuous wavelet transform
wavDWPT
The discrete wavelet packet transform (DWPT)
wavFDPBand
Mid-octave spectral density function (SDF) estimation
crystal.names
Generic function for obtaining crystal names of wavelet transform objects
wavDictionary
Constructor function for objects of class wavDictionary
atomclock
Cesium Beam Atomic Clock Data
wavStackPlot
Generic function for generating stacked plots
wavFDPBlock
Block-dependent estimation of fractionally differenced (FD) model parameters
wavIndex
Boundary and interior wavelet coefficient identification
wavFDPSDF
Spectral density function for a fractionally differenced process
wavFDP
Class constructor for block- and time-dependent wavelet-based FD model parameter estimators
wavBootstrap
Adaptive wavelet-based bootstrapping
ecg
Electrocardiogram Data
fdp045
Fractional Difference Process Data
wavDWT
The discrete wavelet transform (DWT)
wavMRDSum
Partial summation of a multiresolution decomposition
D.table
Critical D-statistic table generation
wavEDOF
Equivalent degrees of freedom (EDOF) estimates for a chi-squared distribution
eda.plot
Generic function for generating extended data analysis plots
wavTransform
Constructor function for objects of class wavTransform
D.statistic
D-statistic
create.signalSeries
Converts various time series to an object of class
nile
Yearly Nile river level minima
ocean
Vertical Shear Ocean Data
wavCWTFilters
Frequency response of continuous wavelet transform filters
wavMODWT
The maximal overlap discrete wavelet transform (MODWT)
wavDaubechies
Daubechies wavelet and scaling filters
wavVarConfidence
Wavelet variance confidence intervals
wavPacketBasis
Extract wavelet packet basis from a DWPT
wavShrink
Nonlinear denoising via wavelet shrinkage
oceansdf
SDF for ocean series
wavSortCrystals
Sort wavelet transform crystal names
wavZeroPhase
Zero phase shift factors for Daubechies symmlet and coiflet filters
wavMaxLevel
Maximum decomposition level
wavStackPlot.default
Plot wavelet transform crystals
wavFDPTime
Instantaneous estimation of fractionally differenced model parameters
wavPacketIndices
Wavelet packet node indices
wavShift
Shifts wavelet transform coefficients for approximate zero phase alignment
wavMRD
Calculate the detail sequences for wavelet transform crystals
reconstruct
Reconstruction (inverse transform) of various wavelet transforms
wavBoundary
Wavelet transform boundary coefficent identification
wavCWTTree
Tree map of continuous wavelet transform extrema
wavDWPTWhitest
Seeks the whitest transform of a discrete wavelet packet transform (DWPT)
holderSpectrum
The Holder spectrum of a time series
wavVarTest
Homogeneity test for discrete wavelet transform crystals
make.signal
Test signal generation
wavCWTPeaks
Peak detection in a time series via the CWT
wavBestBasis
DWPT Best basis selection
wavTitle
Extract the name of the data used to generate objects of various wavelet classes
wavGain
The gain functions for Daubechies wavelet and scaling filters
wavMODWPT
The maximal overlap discrete wavelet packet transform (MODWPT)
D.table.critical
Critical D-Statistic Table
wavVar
Discrete wavelet variance estimation