mra {wavelets} | R Documentation |
Multiresolution Analysis Object
Description
An S4 object containing multiresolution analysis information.
Slots
- D
- A list with element i comprised of a matrix containing
the ith level wavelet detail.
- S
- A list with element i comprised of a matrix containing
the ith level wavelet smooths.
- filter
- A
wt.filter
object containing information for
the filter used in the decomposition. See help(wt.filter)
for
details.
- level
- An integer value representing the level of wavelet
decomposition.
- boundary
- A character string indicating the boundary method used
in the wavelet decomposition. Valid values are "periodic" or
"reflection".
- series
- The original time series,
X
, in matrix format.
- class.X
- A character string indicating the class of the input
series. Possible values are
"ts"
, "mts"
,
"numeric"
, "matrix"
, or "data.frame"
.
- attr.X
- A list containing the attributes information of the
original time series,
X
. This is useful if X
is an
object of class ts
or mts
and it is desired to retain
relevant time information. If the original time series, X
, is
a matrix or has no attributes, then attr.X
is an empty list.
- method
- A character string indicating which type of wavelet
decomposition was performed (either "dwt" or "modwt").
Author(s)
Eric Aldrich. ealdrich@gmail.com.
References
Percival, D. B. and A. T. Walden (2000) Wavelet Methods
for Time Series Analysis, Cambridge University Press.
See Also
dwt
,
modwt
,
wt.filter
.
[Package
wavelets version 0.2-3
Index]