filt {dvfBm} | R Documentation |
This function gives the components of an increment-type filter or a (classical) wavelet Daubechies filter
filt(nm = "i2")
nm |
a character string denoting the filter type. Supported types include:
Default: "i2". Note that wavelet Daubechies filter are obtained by using the function wavDaubechies |
a numeric vector corresponding to the filter
J.-F. Coeurjolly
D. B. Percival and A. T. Walden (2000). Wavelet Methods for Time Series Analysis, Cambridge University Press.
I. Daubechies (2006). Orthonormal Bases of Compactly Supported Wavelets, Communications on Pure and, Applied Mathematics, 41, 909-996.
filt() filt("d4") dilatation(filt("d4"),2)