Inverse Discrete Wavelet Transform
Computes the inverse discrete wavelet transform for a discrete wavelet transform that was obtained from a univariate or multivariate time series.
idwt(wt, fast=TRUE)
wt |
A |
fast |
A logical flag which, if true, indicates that the inverse pyramid algorithm is computed with an internal C function. Otherwise, only R code is used in all computations. |
The inverse discrete wavelet transform is computed via the inverse pyramid algorithm, using pseudocode written by Percival and Walden (2000), p. 101.
An object with class and attributes equivalent to the original
series that was used to compute the DWT. In general, the output will
be equivalent to the original series (i.e. X = idwt(dwt(X))), however
when thresholding or shrinkage methods are used on the dwt
object, the output of idwt may differ from the original series.
Eric Aldrich. ealdrich@gmail.com.
Percival, D. B. and A. T. Walden (2000) Wavelet Methods for Time Series Analysis, Cambridge University Press.
# obtain the two series listed in Percival and Walden (2000), page 42 X1 <- c(.2,-.4,-.6,-.5,-.8,-.4,-.9,0,-.2,.1,-.1,.1,.7,.9,0,.3) X2 <- c(.2,-.4,-.6,-.5,-.8,-.4,-.9,0,-.2,.1,-.1,.1,-.7,.9,0,.3) # combine them and compute DWT newX <- cbind(X1,X2) wt <- dwt(newX, n.levels=3, boundary="reflection") # compute the inverse DWT invX <- idwt(wt) # compare newX invX
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.