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modwt_cpp

Maximum Overlap Discrete Wavelet Transform

Description

Calculation of the coefficients for the discrete wavelet transformation

Usage

modwt_cpp(x, filter_name, nlevels, boundary, brickwall)

Arguments

x

A vector with dimensions N x 1.
filter_name

A string indicating the filter.
nlevels

An integer, J, indicating the level of the decomposition.
boundary

A string indicating the type of boundary method to use. Either boundary="periodic" or "reflection".
brickwall

A bool indicating whether the a brick wall procedure should be applied to the coefficients.

Details

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.

Value

y A field<vec> that contains the wavelet coefficients for each decomposition level

Author(s)

JJB

simts

Time Series Analysis Tools

v0.1.1
AGPL-3 | file LICENSE
Authors
Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]
Initial release
2019-07-21

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