wmtsa (version 2.0-3)

wavEquivFilter: Daubechies equivalent wavelet and scaling filters

Description

Calculates the equivalent wavelet and scaling coefficients for a given filter type at the specified wavelet transform level.

Usage

wavEquivFilter(wavelet="s8", level=1, scaling=FALSE, normalized=TRUE)

Arguments

wavelet

a character string denoting the filter type. Supported types include:

EXTREMAL PHASE (daublet):

"haar", "d2", "d4", "d6", "d8", "d10", "d12", "d14", "d16", "d18", "d20"

LEAST ASYMMETRIC (symmlet):

"s2","s4", "s6", "s8", "s10", "s12", "s14", "s16", "s18", "s20"

BEST LOCALIZED:

"l2","l4", "l6", "l14", "l18", "l20"

COIFLET:

"c6", "c12", "c18", "c24", "c30"

Default: "s8".

level

wavelet transform decomposition level

scaling

a logical value. If TRUE, the equivalent scaling filter at the specified level is output. Otherwise, the equivalent wavelet filter at the specified level is output.

normalized

a logical value. If TRUE, the filters are normalized by dividing each filter coefficient by the \(\sqrt{2}\) (useful for maximum overlap wavelet transforms). Default: TRUE.

Value

a vector of numeric values defining the equivalent filter at the specified level.

References

D. B. Percival and A. T. Walden, Wavelet Methods for Time Series Analysis, Cambridge University Press, 2000.

I. Daubechies, Orthonormal Bases of Compactly Supported Wavelets, Communications on Pure and, Applied Mathematics, 41, 909--96.

See Also

wavDaubechies, wavDWT, wavMODWT, wavMODWPT.

Examples

# NOT RUN {
wavStemPlot(wavEquivFilter(wavelet = 'd4', level = 2))
wavStemPlot(wavEquivFilter(wavelet = 'd4', level = 5, scaling = TRUE))
# }