mra.3d
(Package: waveslim) :
Three Dimensional Multiresolution Analysis
This function performs a level J additive decomposition of the input array using the pyramid algorithm (Mallat 1989).
● Data Source:
CranContrib
● Keywords: ts
● Alias: mra.3d
●
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Thresholding
(Package: waveslim) :
Wavelet Shrinkage via Thresholding
Perform wavelet shrinkage using data-analytic, hybrid SURE, manual, SURE, or universal thresholding.
● Data Source:
CranContrib
● Keywords: ts
● Alias: Thresholding, bishrink, da.thresh, hybrid.thresh, manual.thresh, soft, sure.thresh, universal.thresh, universal.thresh.modwt
●
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dwt
(Package: waveslim) :
Discrete Wavelet Transform (DWT)
This function performs a level J decomposition of the input vector or time series using the pyramid algorithm (Mallat 1989).
● Data Source:
CranContrib
● Keywords: ts
● Alias: dwt, dwt.nondyadic, idwt
●
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qmf
(Package: waveslim) :
Quadrature Mirror Filter
Computes the quadrature mirror filter from a given filter.
● Data Source:
CranContrib
● Keywords: ts
● Alias: qmf
●
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dwpt.boot
(Package: waveslim) :
Bootstrap Time Series Using the DWPT
An adaptive orthonormal basis is selected in order to perform the naive bootstrap within nodes of the wavelet packet tree. A bootstrap realization of the time series is produce by applying the inverse DWPT.
● Data Source:
CranContrib
● Keywords: ts
● Alias: dwpt.boot
●
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dpss.taper
(Package: waveslim) :
Calculating Thomson's Spectral Multitapers by Inverse Iteration
The following function links the subroutines in "bell-p-w.o" to an R function in order to compute discrete prolate spheroidal sequences (dpss).
● Data Source:
CranContrib
● Keywords: ts
● Alias: dpss.taper
●
0 images
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dwt.3d
(Package: waveslim) :
Three Dimensional Separable Discrete Wavelet Transform
Three-dimensional separable discrete wavelet transform (DWT).
● Data Source:
CranContrib
● Keywords: ts
● Alias: dwt.3d, idwt.3d
●
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dwpt.sim
(Package: waveslim) :
Simulate Seasonal Persistent Processes Using the DWPT
A seasonal persistent process may be characterized by a spectral density function with an asymptote occuring at a particular frequency in [0,1/2). It's time domain representation was first noted in passing by Hosking (1981). Although an exact time-domain approach to simulation is possible, this function utilizes the discrete wavelet packet transform (DWPT).
● Data Source:
CranContrib
● Keywords: ts
● Alias: dwpt.sim
●
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basis
(Package: waveslim) :
Produce Boolean Vector from Wavelet Basis Names
Produce a vector of zeros and ones from a vector of basis names.
● Data Source:
CranContrib
● Keywords: ts
● Alias: basis
●
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testing.hov
(Package: waveslim) :
Testing for Homogeneity of Variance
A recursive algorithm for detecting and locating multiple variance change points in a sequence of random variables with long-range dependence.
● Data Source:
CranContrib
● Keywords: ts
● Alias: testing.hov
●
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