Quadrature Mirror Filter
Computes the quadrature mirror filter of a series of even length.
wt.filter.qmf(x, inverse=FALSE)
x |
A numeric vector of even length |
inverse |
A logical flag indicating whether to compute the inverse quadrature mirror filter. |
The quadrature mirror filter is computed as outlined in Percival and Walden, page 75. Specifically, the forward QMF makes use of a wavelet filter to obtain a scaling filter and the inverse QMF does the opposite.
A numeric vector which contains the values of x in reverse
order, with the values of the resulting vector at even indices being
negated in the case that inverse=FALSE and the values at odd
indices being negated in the case that inverse=TRUE.
Eric Aldrich. ealdrich@gmail.com.
Percival, D. B. and A. T. Walden (2000) Wavelet Methods for Time Series Analysis, Cambridge University Press.
# obtain both the la8 wavelet and scaling filters
la8 <- wt.filter("la8")
# now compare output of qmf with values in wt.filter object
wt.filter.qmf(la8@h)
la8@gPlease choose more modern alternatives, such as Google Chrome or Mozilla Firefox.