wmtsa v2.0-3


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Wavelet Methods for Time Series Analysis

Software to book Wavelet Methods for Time Series Analysis, Donald B. Percival and Andrew T. Walden, Cambridge University Press, 2000.



Wavelet Methods for Time Series Analysis

Functions in wmtsa

Name Description
fdp045 Fractional Difference Process Data
holderSpectrum The Holder spectrum of a time series
ecg Electrocardiogram Data
ocean Vertical Shear Ocean Data
eda.plot Generic function for generating extended data analysis plots
oceansdf SDF for ocean series
D.statistic D-statistic
make.signal Test signal generation
D.table Critical D-statistic table generation
D.table.critical Critical D-Statistic Table
nile Yearly Nile river level minima
atomclock Cesium Beam Atomic Clock Data
create.signalSeries Converts various time series to an object of class
reconstruct Reconstruction (inverse transform) of various wavelet transforms
crystal.names Generic function for obtaining crystal names of wavelet transform objects
wavBestBasis DWPT Best basis selection
wavDWPT The discrete wavelet packet transform (DWPT)
wavCWT Continuous wavelet transform
wavDaubechies Daubechies wavelet and scaling filters
wavDWT The discrete wavelet transform (DWT)
wavCWTFilters Frequency response of continuous wavelet transform filters
wavEDOF Equivalent degrees of freedom (EDOF) estimates for a chi-squared distribution
wavBootstrap Adaptive wavelet-based bootstrapping
wavEquivFilter Daubechies equivalent wavelet and scaling filters
wavFDP Class constructor for block- and time-dependent wavelet-based FD model parameter estimators
wavBoundary Wavelet transform boundary coefficent identification
wavFDPBand Mid-octave spectral density function (SDF) estimation
wavCWTPeaks Peak detection in a time series via the CWT
wavIndex Boundary and interior wavelet coefficient identification
wavMODWPT The maximal overlap discrete wavelet packet transform (MODWPT)
wavCWTTree Tree map of continuous wavelet transform extrema
wavStackPlot.default Plot wavelet transform crystals
wavStemPlot Stem plot
wavDictionary Constructor function for objects of class wavDictionary
wavFDPTime Instantaneous estimation of fractionally differenced model parameters
wavMODWT The maximal overlap discrete wavelet transform (MODWT)
wavGain The gain functions for Daubechies wavelet and scaling filters
wavMRD Calculate the detail sequences for wavelet transform crystals
wavShift Shifts wavelet transform coefficients for approximate zero phase alignment
wavShrink Nonlinear denoising via wavelet shrinkage
wavPacketBasis Extract wavelet packet basis from a DWPT
wavTitle Extract the name of the data used to generate objects of various wavelet classes
wavPacketIndices Wavelet packet node indices
wavTransform Constructor function for objects of class wavTransform
wavVarTest Homogeneity test for discrete wavelet transform crystals
wavZeroPhase Zero phase shift factors for Daubechies symmlet and coiflet filters
wavVar Discrete wavelet variance estimation
wavDWTMatrix Discrete wavelet transform matrix.
wavVarConfidence Wavelet variance confidence intervals
wavDWPTWhitest Seeks the whitest transform of a discrete wavelet packet transform (DWPT)
wavSortCrystals Sort wavelet transform crystal names
wavStackPlot Generic function for generating stacked plots
wavFDPBlock Block-dependent estimation of fractionally differenced (FD) model parameters
wavFDPSDF Spectral density function for a fractionally differenced process
wavMRDSum Partial summation of a multiresolution decomposition
wavMaxLevel Maximum decomposition level
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License GPL-2
ZipData no
Collate wav_boot.R wav_coef.R wav_dict.R wav_fdp.R wav_filt.R wav_gnrc.R wav_mrd.R wav_plot.R wav_shrk.R wav_sig.R wav_util.R wav_var.R wav_wtmm.R wav_xform.R wav_pkg.R
Repository CRAN
NeedsCompilation no
Packaged 2017-12-06 01:32:38 UTC; william
Date/Publication 2017-12-06 11:14:22 UTC

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