Wavelet transforms and associated statistical methodology.
Performs one-, two- and three-dimensional wavelet transforms, nondecimated transforms, wavelet packet transforms, nondecimated wavelet packet transforms, complex-valued wavelet transforms, wavelet shrinkage for various kinds of data, locally stationary wavelet time series, nonstationary multiscale transfer function modeling, density estimation.
| Package: | wavethresh |
| Type: | Package |
| Version: | 4.6.6 |
| Date: | 2013-10-21 |
| License: | GPL (>=2) |
Guy Nason, <g.p.nason@bristol.ac.uk>
Nason, G.P. (2008) Wavelet methods in Statistics with R. Springer, New York. Book URL.
Errata and fast-breaking news: http://www.stats.bris.ac.uk/~wavethresh
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