Calculation of the coefficients for the discrete wavelet transformation
modwt_cpp(x, filter_name, nlevels)y A field<vec> that contains the wavelet coefficients for each decomposition level
A vector with dimensions \(N\times 1\).
A string indicating the filter.
An integer, \(J\), indicating the level of the decomposition.
James Balamuta and Justin Lee
Performs a level J decomposition of the time series using the pyramid algorithm. Use this implementation to supply custom parameters instead of modwt(x), which serves as a wrapper function.