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| acvs.andel8 | Autocovariance and Autocorrelation Sequences for a Seasonal Persistent Process |
| ar1 | Simulated AR(1) Series |
| bandpass.fdp | Bandpass Variance for Long-Memory Processes |
| bandpass.spp | Bandpass Variance for Long-Memory Processes |
| bandpass.spp2 | Bandpass Variance for Long-Memory Processes |
| barbara | Barbara Test Image |
| basis | Produce Boolean Vector from Wavelet Basis Names |
| blocks | A Piecewise-Constant Function |
| brick.wall | Replace Boundary Wavelet Coefficients with Missing Values |
| cpgram.test | Testing the Wavelet Packet Tree for White Noise |
| cpi | U.S. Consumer Price Index |
| css.test | Testing the Wavelet Packet Tree for White Noise |
| da.thresh | Wavelet Shrinkage via Thresholding |
| dau | Digital Photograph of Ingrid Daubechies |
| denoise.dwt.2d | Denoise an Image via the 2D Discrete Wavelet Transform |
| denoise.modwt.2d | Denoise an Image via the 2D Discrete Wavelet Transform |
| doppler | Sinusoid with Changing Amplitude and Frequency |
| dpss.taper | Calculating Thomson's Spectral Multitapers by Inverse Iteration |
| dwpt | (Inverse) Discrete Wavelet Packet Transforms |
| dwpt.2d | (Inverse) Discrete Wavelet Packet Transforms in Two Dimensions |
| dwpt.brick.wall | Replace Boundary Wavelet Coefficients with Missing Values |
| dwt | Discrete Wavelet Transform (DWT) |
| dwt.2d | Two-Dimensional Discrete Wavelet Transform |
| dwt.3d | Three Dimensional Separable Discrete Wavelet Transform |
| dwt.nondyadic | Discrete Wavelet Transform (DWT) |
| entropy.test | Testing the Wavelet Packet Tree for White Noise |
| exchange | Exchange Rates Between the Deutsche Mark, Japanese Yen and U.S. Dollar |
| fdp.mle | Wavelet-based Maximum Likelihood Estimation for a Fractional Difference Process |
| fdp.sdf | Spectral Density Functions for Long-Memory Processes |
| heavisine | Sine with Jumps at 0.3 and 0.72 |
| hosking.sim | Generate Stationary Gaussian Process Using Hosking's Method |
| hybrid.thresh | Wavelet Shrinkage via Thresholding |
| Hypergeometric | Variance of a Seasonal Persistent Process |
| ibm | Daily IBM Stock Prices |
| idwpt | (Inverse) Discrete Wavelet Packet Transforms |
| idwpt.2d | (Inverse) Discrete Wavelet Packet Transforms in Two Dimensions |
| idwt | Discrete Wavelet Transform (DWT) |
| idwt.2d | Two-Dimensional Discrete Wavelet Transform |
| idwt.3d | Three Dimensional Separable Discrete Wavelet Transform |
| imodwt | (Inverse) Maximal Overlap Discrete Wavelet Transform |
| imodwt.2d | Two-Dimensional Maximal Overlap Discrete Wavelet Transform |
| imodwt.3d | Three Dimensional Separable Discrete Wavelet Transform |
| japan | Japanese Gross National Product |
| jumpsine | Sine with Jumps at 0.625 and 0.875 |
| kobe | 1995 Kobe Earthquake Data |
| linchirp | Linear Chirp |
| manual.thresh | Wavelet Shrinkage via Thresholding |
| mexm | Mexican Money Supply |
| modwpt | (Inverse) Discrete Wavelet Packet Transforms |
| modwt | (Inverse) Maximal Overlap Discrete Wavelet Transform |
| modwt.2d | Two-Dimensional Maximal Overlap Discrete Wavelet Transform |
| modwt.3d | Three Dimensional Separable Discrete Wavelet Transform |
| mra | Multiresolution Analysis of Time Series |
| mra.2d | Multiresolution Analysis of an Image |
| mra.3d | Three Dimensional Multiresolution Analysis |
| mult.loc | Wavelet-based Testing and Locating for Variance Change Points |
| my.acf | Auotocovariance Function via the Discrete Fourier Transform |
| nile | Nile River Minima |
| ortho.basis | Derive Orthonormal Basis from Wavelet Packet Tree |
| phase.shift | Phase Shift Wavelet Coefficients |
| plot.dwt.2d | Plot Two-dimensional Discrete Wavelet Transform |
| portmanteau.test | Testing the Wavelet Packet Tree for White Noise |
| qmf | Quadrature Mirror Filter |
| rotcumvar | Rotated Cumulative Variance |
| sfd.sdf | Spectral Density Functions for Long-Memory Processes |
| shift.2d | Circularly Shift Matrices from a 2D MODWT |
| sine.taper | Computing Sinusoidal Data Tapers |
| spin.correlation | Compute Wavelet Cross-Covariance Between Two Time Series |
| spin.covariance | Compute Wavelet Cross-Covariance Between Two Time Series |
| spp.mle | Wavelet-based Maximum Likelihood Estimation for Seasonal Persistent Processes |
| spp.sdf | Spectral Density Functions for Long-Memory Processes |
| spp.var | Variance of a Seasonal Persistent Process |
| spp2.mle | Wavelet-based Maximum Likelihood Estimation for Seasonal Persistent Processes |
| spp2.sdf | Spectral Density Functions for Long-Memory Processes |
| squared.gain | Squared Gain Function of a Filter |
| stack.plot | Stack Plot |
| sure.thresh | Wavelet Shrinkage via Thresholding |
| testing.hov | Testing for Homogeneity of Variance |
| Thresholding | Wavelet Shrinkage via Thresholding |
| tourism | U.S. Tourism |
| unemploy | U.S. Unemployment |
| universal.thresh | Wavelet Shrinkage via Thresholding |
| up.sample | Upsampling of a vector |
| wave.correlation | Wavelet Analysis of Univariate/Bivariate Time Series |
| wave.covariance | Wavelet Analysis of Univariate/Bivariate Time Series |
| wave.filter | Select a Wavelet Filter |
| wave.variance | Wavelet Analysis of Univariate/Bivariate Time Series |
| wavelet.filter | Higher-Order Wavelet Filters |
| xbox | Image with Box and X |