modwt_cpp {simts} | R Documentation |
Maximum Overlap Discrete Wavelet Transform
Description
Calculation of the coefficients for the discrete wavelet transformation
Usage
modwt_cpp(x, filter_name, nlevels, boundary, brickwall)
Arguments
x |
A |
filter_name |
A |
nlevels |
An |
boundary |
A |
brickwall |
A |
Details
Performs a level J decomposition of the time series using the pyramid algorithm. Use this implementation to supply custom parameters instead of modwt(x), which serves as a wrapper function.
Value
y A field<vec>
that contains the wavelet coefficients for each decomposition level
Author(s)
JJB
[Package simts version 0.2.2 Index]