wavCWTFilters {wmtsa} | R Documentation |
Returns the frequency response of a continuous wavelet filter. The choices for filters are limited to Haar, Gaussian, and Morlet families.
wavCWTFilters(wavelet="Gaussian2", frequency=seq(0, 2 * pi, length=1000), shift=3, variance=1, times=NULL)
frequency |
a numeric vector denoting the frequencies (in rad/sec) over which the
frequency response function for the specified wavelet should be evaluated.
Default: seq(0, 2 * pi, length=1000) |
shift |
the frequency shift w0 of the Morlet wavelet. Default: 3 . |
times |
a numeric vector of values corresponding to times at which the
specified filter should be evaluated. If not NULL , the impulse response of
the specified filter is returned, otherwise the freequency response is returned.
Default: NULL . |
variance |
the variance of a Gaussian PDF. Used only for the (derivatives of) Guassian filters.
Default: 1 . |
wavelet |
a character string denoting the wavelet filter.
Choices are "haar", "gaussian1", "gaussian2", and "morlet",
where gaussian1 and gaussian2 represent the first and second derivatives of a
Gaussian PDF. Default: "gaussian2" . |
the frequency response corresponding to the input frequencies.
D. B. Percival and A. T. Walden, Wavelet Methods for Time Series Analysis, Cambridge University Press, 2000.
## set the plot grid old.plt <- splitplot(2,2,1) ## create a frequency vector w <- seq(-10,10,length=1000) ## calculate the frequency responses for various ## mother wavelets and plot the results wavelets <- c("haar", "gaussian1", "gaussian2", "morlet") for (i in seq(wavelets)){ if (i > 1) splitplot(2,2,i) filt <- wavelets[i] plot(w, abs(wavCWTFilters(wavelet=filt, frequency=w)), ylab="|Psi(w)|", xlab="frequency", type="l") title(filt) } par(old.plt)