sp_modwt_cpp

Compute the Spatial Wavelet Coefficients

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_modwt_cpp function

<dl><dt>X</dt>
<dd>is a matrix with row, col orientation</dd>
<dt>J1, J2</dt>
<dd>is the levels of decomposition along the rows, columns</dd></dl>

Arguments

Compute the Spatial Wavelet Coefficients — sp_modwt_cpp

<dl>

<dt>X</dt>
<dd>is a matrix with row, col orientation</dd>


<dt>J1, J2</dt>
<dd>is the levels of decomposition along the rows, columns</dd>

</dl>

Compute the Spatial Wavelet Coefficients

sp_modwt_cpp: Compute the Spatial Wavelet Coefficients

Description

Usage

Value

Arguments

Details