dwt_cpp

Calculation of the coefficients for the discrete wavelet transformation.

internal

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) <doi:10.48550/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

dwt_cpp function

<dl><dt>x</dt>
<dd>A <code>vector</code> with dimensions \(N\times 1\).</dd>
<dt>filter_name</dt>
<dd>A <code>string</code> indicating the filter.</dd>
<dt>nlevels</dt>
<dd>An <code>integer</code>, \(J\), indicating the level of the decomposition.</dd></dl>

Arguments

Author

Discrete Wavelet Transform — dwt_cpp

<dl>

<dt>x</dt>
<dd>A <code>vector</code> with dimensions \(N\times 1\).</dd>


<dt>filter_name</dt>
<dd>A <code>string</code> indicating the filter.</dd>


<dt>nlevels</dt>
<dd>An <code>integer</code>, \(J\), indicating the level of the decomposition.</dd>

</dl>

Discrete Wavelet Transform

dwt_cpp: Discrete Wavelet Transform

Description

Usage

Value

Arguments

Author

Details