wavethresh: make.dwwt – R documentation

Pricing

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

Get Started for Free

Documentation

wavethresh

make.dwwt

Compute diagonal of the matrix WWT

Description

Computes the values which specify the covariance structure of complex-valued wavelet coefficients.

Usage

make.dwwt(nlevels, filter.number = 3.1, family = "LinaMayrand")

Arguments

`nlevels`	The number of levels of the wavelet decomposition.
`filter.number, family`	Specifies the wavelet used; see filter.select for more details.

Details

If real-valued signals are decomposed by a discrete wavelet transform using a complex-valued Daubechies wavelet (as described by Lina & Mayrand (1995)), the resulting coefficients are complex-valued. The covariance structure of these coefficients are determined by the diagonal entries of the matrix WW^T. This function computes these values for use in shrinkage. For more details, see Barber & Nason (2004)

Value

A vector giving the diagonal elements of WW^T.

RELEASE

Part of the CThresh addon to WaveThresh. Copyright Stuart Barber and Guy Nason 2004.

Author(s)

Stuart Barber