Description

An S4 object containing multiresolution analysis information.

Slots

D

A list with element i comprised of a matrix containing the ith level wavelet detail.

S

A list with element i comprised of a matrix containing the ith level wavelet smooths.

filter

A wt.filter object containing information for the filter used in the decomposition. See help(wt.filter) for details.

level

An integer value representing the level of wavelet decomposition.

boundary

A character string indicating the boundary method used in the wavelet decomposition. Valid values are "periodic" or "reflection".

series

The original time series, X, in matrix format.

class.X

A character string indicating the class of the input series. Possible values are "ts", "mts", "numeric", "matrix", or "data.frame".

attr.X

A list containing the attributes information of the original time series, X. This is useful if X is an object of class ts or mts and it is desired to retain relevant time information. If the original time series, X, is a matrix or has no attributes, then attr.X is an empty list.

method

A character string indicating which type of wavelet decomposition was performed (either "dwt" or "modwt").

Author(s)

Eric Aldrich. ealdrich@gmail.com.

References

Percival, D. B. and A. T. Walden (2000) Wavelet Methods for Time Series Analysis, Cambridge University Press.

See Also

dwt, modwt, wt.filter.