modwt

Calculates the coefficients for the discrete wavelet transformation

Provides a series of tools to compute and plot quantities related to classical and robust wavelet variance for time series and regular lattices. More details can be found, for example, in Serroukh, A., Walden, A.T., & Percival, D.B. (2000) <doi:10.2307/2669537> and Guerrier, S. & Molinari, R. (2016) <arXiv:1607.05858>.

St<c3><a9>phane Guerrier

Wavelet Variance

Stéphane Guerrier

James Balamuta

Justin Lee

Roberto Molinari

Yuming Zhang

Mucyo Karemera

Nathanael Claussen

Haotian Xu

Lionel Voirol

modwt function

<dl><dt>x</dt>
<dd>A <code>vector</code> with dimensions N x 1.</dd>
<dt>nlevels</dt>
<dd>A <code>integer</code> indicating the \(J\) levels of decomposition.</dd>
<dt>filter</dt>
<dd>A <code>string</code> indicating the filter name</dd></dl>

Arguments

James Balamuta, Justin Lee and Stephane Guerrier

Author

Maximum Overlap Discrete Wavelet Transform — modwt

<dl>

<dt>x</dt>
<dd>A <code>vector</code> with dimensions N x 1.</dd>


<dt>nlevels</dt>
<dd>A <code>integer</code> indicating the \(J\) levels of decomposition.</dd>


<dt>filter</dt>
<dd>A <code>string</code> indicating the filter name</dd>

</dl>

modwt: Maximum Overlap Discrete Wavelet Transform

Description

Usage

Value

Arguments

Author

Details

Examples