sp_hfilter

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

sp_hfilter function

<dl><dt>jscale</dt>
<dd>An <code>int</code> of the Number of Scales</dd></dl>

Arguments

Haar filter for a spatial case — sp_hfilter

<dl>

<dt>jscale</dt>
<dd>An <code>int</code> of the Number of Scales</dd>

</dl>

Haar filter for a spatial case

sp_hfilter: Haar filter for a spatial case

Description

Usage

Arguments