Description

An S4 object containing wavelet transform filter information.

Slots

L

An integer representing the length of the wavelet and scaling filters.

level

An integer representing the level of the wavelet filter.

h

A numeric vector of wavelet filter coefficients.

g

A numeric vector of scaling filter coefficients.

wt.class

A character string indicating the class of the wavelet transform filter. Possible values are "Daubechies", "Least Asymetric", "Best Localized", and "Coiflet". If the wt.filter object is generated from a numeric vector of wavelet coefficients, wt.class is "none".

wt.name

A character string indicating the name of the wavlet filter as listed in the Details section, above. If the wt.filter object is generated from a numeric vector of wavelet coefficients, wt.name is "none".

transform

A character string indicating whether the resulting wavelet transform object contains DWT or MODWT coefficients. Possible values are "dwt" and "modwt".

Note

The notation h and g for wavelet and scaling coefficients, respectively, follows Percival and Walden (2000). In other texts and articles the reverse notation is often adopted.

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

wt.filter.qmf, dwt, modwt.