Package: waveslim 1.8.5

waveslim: Basic Wavelet Routines for One-, Two-, and Three-Dimensional Signal Processing

Basic wavelet routines for time series (1D), image (2D) and array (3D) analysis. The code provided here is based on wavelet methodology developed in Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001); the dual-tree complex wavelet transform (DTCWT) from Kingsbury (1999, 2001) as implemented by Selesnick; and Hilbert wavelet pairs (Selesnick 2001, 2002). All figures in chapters 4-7 of GSW (2001) are reproducible using this package and R code available at the book website(s) below.

Authors:Brandon Whitcher

waveslim_1.8.5.tar.gz
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waveslim_1.8.5.tar.gz(r-4.5-noble)waveslim_1.8.5.tar.gz(r-4.4-noble)
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waveslim.pdf |waveslim.html✨
waveslim/json (API)

# Install 'waveslim' in R:

install.packages('waveslim', repos = c('https://bjw34032.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/bjw34032/waveslim/issues

Datasets:

acvs.andel10 - Autocovariance and Autocorrelation Sequences for a Seasonal Persistent Process
acvs.andel11 - Autocovariance and Autocorrelation Sequences for a Seasonal Persistent Process
acvs.andel8 - Autocovariance and Autocorrelation Sequences for a Seasonal Persistent Process
acvs.andel9 - Autocovariance and Autocorrelation Sequences for a Seasonal Persistent Process
ar1 - Simulated AR(1) Series
barbara - Barbara Test Image
blocks - A Piecewise-Constant Function
cpi - U.S. Consumer Price Index
dau - Digital Photograph of Ingrid Daubechies
doppler - Sinusoid with Changing Amplitude and Frequency
exchange - Exchange Rates Between the Deutsche Mark, Japanese Yen and U.S. Dollar
heavisine - Sine with Jumps at 0.3 and 0.72
ibm - Daily IBM Stock Prices
japan - Japanese Gross National Product
jumpsine - Sine with Jumps at 0.625 and 0.875
kobe - 1995 Kobe Earthquake Data
linchirp - Linear Chirp
mexm - Mexican Money Supply
nile - Nile River Minima
tourism - U.S. Tourism
unemploy - U.S. Unemployment
xbox - Image with Box and X

On CRAN:

wavelets

114 exports 3 stars 4.13 score 1 dependencies 22 dependents 9 mentions 93 scripts 2.9k downloads

Last updated 4 months agofrom:91fb02c82d. Checks:OK: 9. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Sep 01 2024
R-4.5-win-x86_64	OK	Sep 01 2024
R-4.5-linux-x86_64	OK	Sep 01 2024
R-4.4-win-x86_64	OK	Sep 01 2024
R-4.4-mac-x86_64	OK	Sep 01 2024
R-4.4-mac-aarch64	OK	Sep 01 2024
R-4.3-win-x86_64	OK	Sep 01 2024
R-4.3-mac-x86_64	OK	Sep 01 2024
R-4.3-mac-aarch64	OK	Sep 01 2024

Exports:afb afb2D afb2D.A AntonB bandpass.fdp bandpass.spp bandpass.spp2 bandpass.var.spp basis bishrink brick.wall brick.wall.2d convolve2D cpgram.test cplxdual2D cshift cshift2D css.test da.thresh denoise.dwt.2d denoise.modwt.2d dpss.taper dualfilt1 dualtree dualtree2D dwpt dwpt.2d dwpt.boot dwpt.brick.wall dwpt.sim dwt dwt.2d dwt.3d dwt.hilbert dwt.hilbert.nondyadic dwt.nondyadic entropy.test farras fdp.mle fdp.sdf find.adaptive.basis FSfarras hilbert.filter hosking.sim hybrid.thresh Hypergeometric icplxdual2D idualtree idualtree2D idwpt idwpt.2d idwt idwt.2d idwt.3d idwt.hilbert imodwt imodwt.2d imodwt.3d imodwt.hilbert manual.thresh modhwt.coh modhwt.coh.seasonal modhwt.phase modhwt.phase.seasonal modwpt modwpt.hilbert modwt modwt.2d modwt.3d modwt.hilbert mra mra.2d mra.3d mult.loc my.acf my.ccf ortho.basis per phase.shift phase.shift.hilbert phase.shift.hilbert.packet phase.shift.packet plot.dwt.2d pm portmanteau.test qmf rotcumvar sfb sfb2D sfb2D.A sfd.sdf shift.2d sine.taper soft spin.correlation spin.covariance spp.mle spp.sdf spp.var spp2.mle spp2.sdf squared.gain stackPlot sure.thresh testing.hov universal.thresh universal.thresh.modwt up.sample wave.correlation wave.covariance wave.filter wave.variance wave.variance.2d wavelet.filter

Dependencies:multitaper

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Autocovariance and Autocorrelation Sequences for a Seasonal Persistent Process	acvs.andel10 acvs.andel11 acvs.andel8 acvs.andel9
Filter Banks for Dual-Tree Wavelet Transforms	afb afb2D afb2D.A sfb sfb2D sfb2D.A
Simulated AR(1) Series	ar1
Bandpass Variance for Long-Memory Processes	bandpass.fdp bandpass.spp bandpass.spp2 bandpass.var.spp
Barbara Test Image	barbara
Produce Boolean Vector from Wavelet Basis Names	basis
A Piecewise-Constant Function	blocks
Replace Boundary Wavelet Coefficients with Missing Values	brick.wall brick.wall.2d dwpt.brick.wall
Fast Column-wise Convolution of a Matrix	convolve2D
U.S. Consumer Price Index	cpi
Dual-tree Complex 2D Discrete Wavelet Transform	cplxdual2D icplxdual2D
Miscellaneous Functions for Dual-Tree Wavelet Software	cshift cshift2D pm
Testing the Wavelet Packet Tree for White Noise	cpgram.test css.test entropy.test portmanteau.test
Digital Photograph of Ingrid Daubechies	dau
Denoise an Image via the 2D Discrete Wavelet Transform	denoise.dwt.2d denoise.modwt.2d
Sinusoid with Changing Amplitude and Frequency	doppler
Calculating Thomson's Spectral Multitapers by Inverse Iteration	dpss.taper
Kingsbury's Q-filters for the Dual-Tree Complex DWT	AntonB dualfilt1
Dual-tree Complex Discrete Wavelet Transform	dualtree dualtree2D idualtree idualtree2D
(Inverse) Discrete Wavelet Packet Transforms	dwpt idwpt modwpt
(Inverse) Discrete Wavelet Packet Transforms in Two Dimensions	dwpt.2d idwpt.2d
Bootstrap Time Series Using the DWPT	dwpt.boot
Simulate Seasonal Persistent Processes Using the DWPT	dwpt.sim
Discrete Wavelet Transform (DWT)	dwt dwt.nondyadic idwt
Two-Dimensional Discrete Wavelet Transform	dwt.2d idwt.2d
Three Dimensional Separable Discrete Wavelet Transform	dwt.3d idwt.3d
Discrete Hilbert Wavelet Transforms	dwt.hilbert dwt.hilbert.nondyadic idwt.hilbert imodwt.hilbert modwpt.hilbert modwt.hilbert
Exchange Rates Between the Deutsche Mark, Japanese Yen and U.S. Dollar	exchange
Wavelet-based Maximum Likelihood Estimation for a Fractional Difference Process	fdp.mle
Spectral Density Functions for Long-Memory Processes	fdp.sdf sfd.sdf spp.sdf spp2.sdf
Determine an Orthonormal Basis for the Discrete Wavelet Packet Transform	find.adaptive.basis
Farras nearly symmetric filters	farras FSfarras
Sine with Jumps at 0.3 and 0.72	heavisine
Select a Hilbert Wavelet Pair	hilbert.filter
Generate Stationary Gaussian Process Using Hosking's Method	hosking.sim
Daily IBM Stock Prices	ibm
Japanese Gross National Product	japan
Sine with Jumps at 0.625 and 0.875	jumpsine
1995 Kobe Earthquake Data	kobe
Linear Chirp	linchirp
Wavelet Shrinkage via Thresholding	bishrink da.thresh hybrid.thresh manual.thresh soft sure.thresh Thresholding universal.thresh universal.thresh.modwt
Mexican Money Supply	mexm
Time-varying and Seasonal Analysis Using Hilbert Wavelet Pairs	modhwt.coh modhwt.coh.seasonal modhwt.phase modhwt.phase.seasonal
(Inverse) Maximal Overlap Discrete Wavelet Transform	imodwt modwt
Two-Dimensional Maximal Overlap Discrete Wavelet Transform	imodwt.2d modwt.2d
Three Dimensional Separable Maximal Ovelrap Discrete Wavelet Transform	imodwt.3d modwt.3d
Multiresolution Analysis of Time Series	mra
Multiresolution Analysis of an Image	mra.2d
Three Dimensional Multiresolution Analysis	mra.3d
Wavelet-based Testing and Locating for Variance Change Points	mult.loc
Autocovariance Functions via the Discrete Fourier Transform	my.acf my.ccf
Nile River Minima	nile
Derive Orthonormal Basis from Wavelet Packet Tree	ortho.basis
Periodogram	per
Phase Shift Wavelet Coefficients	phase.shift phase.shift.packet
Phase Shift for Hilbert Wavelet Coefficients	phase.shift.hilbert phase.shift.hilbert.packet
Plot Two-dimensional Discrete Wavelet Transform	plot.dwt.2d
Quadrature Mirror Filter	qmf
Rotated Cumulative Variance	rotcumvar
Circularly Shift Matrices from a 2D MODWT	shift.2d
Computing Sinusoidal Data Tapers	sine.taper
Compute Wavelet Cross-Covariance Between Two Time Series	spin.correlation spin.covariance
Wavelet-based Maximum Likelihood Estimation for Seasonal Persistent Processes	spp.mle spp2.mle
Variance of a Seasonal Persistent Process	Hypergeometric spp.var
Squared Gain Function of a Filter	squared.gain
Stack Plot	stackPlot
Testing for Homogeneity of Variance	testing.hov
U.S. Tourism	tourism
U.S. Unemployment	unemploy
Upsampling of a vector	up.sample
Select a Wavelet Filter	wave.filter
Wavelet Analysis of Univariate/Bivariate Time Series	wave.correlation wave.covariance wave.variance
Wavelet Analysis of Images	wave.variance.2d
Higher-Order Wavelet Filters	wavelet.filter
Image with Box and X	xbox