Compute moments of wavelets or scaling function
Numerically compute moments of wavelets or scaling function
wvmoments(filter.number = 10, family = "DaubLeAsymm", moment = 0,
scaling.function = FALSE)filter.number |
The smoothness of wavelet or scaling function to
compute moments for, see |
family |
The wavelet family to use, see |
moment |
The moment to compute |
scaling.function |
If |
Given a wavelet psi(x) this function computes the mth moment int x^m psi(x) dx.
Note that for low order moments the integration function often fails for the usual numerical reasons (this never happened in S!). It might be that fiddling with the tolerances will improve this situation.
An object of class integrate containing the integral and other
pieces of interesting information about the moments calculation.
G P Nason
wvmoments(filter.number=5, family="DaubExPhase", moment=5) #-1.317600 with absolute error < 7.5e-05
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