wavDWPT {wmtsa} | R Documentation |
Given j, n, t are the decomposition level, oscillation index, and time index, respectively, the DWPT is given by
W(j,n,t)=sum(u(n,l) * W(j-1, floor(n/2), 2t+1-l mod N(j-1))),
The variables g and h represent the scaling filter and wavelet filter, respectively. Each filter is of length L. By definition, W(0,0,t)=X(t) where X is the original time series.
wavDWPT(x, wavelet="s8", n.levels=ilogb(length(x), base=2), position=list(from=1,by=1,units=character()), units=character(), title.data=character(), documentation=character())
x |
a vector containing a uniformly-sampled real-valued time series. |
documentation |
a character string used to describe the input
data . Default: character() . |
n.levels |
the number of decomposition levels.
Default: as.integer(floor(logb(length(x),base=2))) . |
position |
a list containing the arguments
from, by and to which describe the position(s) of the input
data . All position arguments need not be specified as missing members
will be filled in by their default values. Default: list(from=1, by=1, units=character()) . |
title.data |
a character string representing the name of the input
data . Default: character() . |
units |
a string denoting the units of the time series. Default: character() (no units). |
wavelet |
a character string denoting the filter type.
See wavDaubechies for details. Default: "s8" . |
an object of class wavTransform
.
D. B. Percival and A. T. Walden, Wavelet Methods for Time Series Analysis, Cambridge University Press, 2000.
wavBestBasis
, wavPacketBasis
, reconstruct
, wavDWT
, wavMODWT
, wavMODWPT
, wavDaubechies
, wavMaxLevel
.
## calculate the DWPT of sunspots series out to 3 ## levels using Daubechies least asymmetric ## 8-tap filter set z <- wavDWPT(sunspots, wavelet="s8", n.levels=3) ## plot the transform plot(z) ## summarize the transform summary(z)