wt.filter {wavelets} | R Documentation |
An S4 object containing wavelet transform filter information.
"Daubechies"
,
"Least Asymetric"
, "Best Localized"
, and
"Coiflet"
. If the wt.filter
object is generated from a
numeric vector of wavelet coefficients, wt.class
is
"none"
.wt.filter
object is generated from a numeric vector of
wavelet coefficients, wt.name
is "none"
."dwt"
and "modwt"
.
The notation h
and g
for wavelet and scaling
coefficients, respectively, follows Percival and Walden (2000). In
other texts and articles the reverse notation is often adopted.
Eric Aldrich. ealdrich@gmail.com.
Percival, D. B. and A. T. Walden (2000) Wavelet Methods for Time Series Analysis, Cambridge University Press.