All functions

acvs.andel8 acvs.andel9 acvs.andel10 acvs.andel11

Autocovariance and Autocorrelation Sequences for a Seasonal Persistent Process

dualtree() idualtree() dualtree2D() idualtree2D()

Dual-tree Complex Discrete Wavelet Transform

farras() FSfarras()

Farras nearly symmetric filters

cshift() cshift2D() pm()

Miscellaneous Functions for Dual-Tree Wavelet Software

da.thresh() hybrid.thresh() manual.thresh() sure.thresh() universal.thresh() universal.thresh.modwt()

Wavelet Shrinkage via Thresholding

ar1

Simulated AR(1) Series

bandpass.fdp() bandpass.spp() bandpass.spp2() bandpass.var.spp()

Bandpass Variance for Long-Memory Processes

barbara

Barbara Test Image

basis()

Produce Boolean Vector from Wavelet Basis Names

blocks

A Piecewise-Constant Function

brick.wall() dwpt.brick.wall()

Replace Boundary Wavelet Coefficients with Missing Values

convolve2D()

Fast Column-wise Convolution of a Matrix

cpi

U.S. Consumer Price Index

cplxdual2D() icplxdual2D()

Dual-tree Complex 2D Discrete Wavelet Transform

dau

Digital Photograph of Ingrid Daubechies

denoise.dwt.2d() denoise.modwt.2d()

Denoise an Image via the 2D Discrete Wavelet Transform

doppler

Sinusoid with Changing Amplitude and Frequency

dpss.taper()

Calculating Thomson's Spectral Multitapers by Inverse Iteration

dualfilt1()

Kingsbury's Q-filters for the Dual-Tree Complex DWT

dwpt.2d() idwpt.2d()

(Inverse) Discrete Wavelet Packet Transforms in Two Dimensions

dwpt() idwpt() modwpt()

(Inverse) Discrete Wavelet Packet Transforms

dwpt.boot()

Bootstrap Time Series Using the DWPT

dwpt.sim()

Simulate Seasonal Persistent Processes Using the DWPT

dwt.2d() idwt.2d()

Two-Dimensional Discrete Wavelet Transform

dwt.3d() idwt.3d()

Three Dimensional Separable Discrete Wavelet Transform

dwt() dwt.nondyadic()

Discrete Wavelet Transform (DWT)

exchange

Exchange Rates Between the Deutsche Mark, Japanese Yen and U.S. Dollar

afb() afb2D() afb2D.A() sfb() sfb2D() sfb2D.A()

Filter Banks for Dual-Tree Wavelet Transforms

fdp.mle()

Wavelet-based Maximum Likelihood Estimation for a Fractional Difference Process

find.adaptive.basis()

Determine an Orthonormal Basis for the Discrete Wavelet Packet Transform

heavisine

Sine with Jumps at 0.3 and 0.72

dwt.hilbert() dwt.hilbert.nondyadic() idwt.hilbert() modwt.hilbert() imodwt.hilbert() modwpt.hilbert()

Discrete Hilbert Wavelet Transforms

hilbert.filter()

Select a Hilbert Wavelet Pair

hosking.sim()

Generate Stationary Gaussian Process Using Hosking's Method

modhwt.coh() modhwt.phase() modhwt.coh.seasonal() modhwt.phase.seasonal()

Time-varying and Seasonal Analysis Using Hilbert Wavelet Pairs

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

modwt.2d() imodwt.2d()

Two-Dimensional Maximal Overlap Discrete Wavelet Transform

modwt.3d() imodwt.3d()

Three Dimensional Separable Maximal Ovelrap Discrete Wavelet Transform

modwt() imodwt()

(Inverse) Maximal Overlap Discrete Wavelet Transform

mra.2d()

Multiresolution Analysis of an Image

mra.3d()

Three Dimensional Multiresolution Analysis

mra()

Multiresolution Analysis of Time Series

mult.loc()

Wavelet-based Testing and Locating for Variance Change Points

my.acf() my.ccf()

Autocovariance Functions via the Discrete Fourier Transform

nile

Nile River Minima

ortho.basis()

Derive Orthonormal Basis from Wavelet Packet Tree

per()

Periodogram

phase.shift() phase.shift.packet()

Phase Shift Wavelet Coefficients

phase.shift.hilbert() phase.shift.hilbert.packet()

Phase Shift for Hilbert Wavelet Coefficients

plot(<dwt.2d>)

Plot Two-dimensional Discrete Wavelet Transform

qmf()

Quadrature Mirror Filter

rotcumvar()

Rotated Cumulative Variance

fdp.sdf() spp.sdf() spp2.sdf() sfd.sdf()

Spectral Density Functions for Long-Memory Processes

shift.2d()

Circularly Shift Matrices from a 2D MODWT

sine.taper()

Computing Sinusoidal Data Tapers

spin.covariance() spin.correlation()

Compute Wavelet Cross-Covariance Between Two Time Series

spp.mle() spp2.mle()

Wavelet-based Maximum Likelihood Estimation for Seasonal Persistent Processes

spp.var() Hypergeometric()

Variance of a Seasonal Persistent Process

squared.gain()

Squared Gain Function of a Filter

stackPlot()

Stack Plot

testing.hov()

Testing for Homogeneity of Variance

tourism

U.S. Tourism

unemploy

U.S. Unemployment

up.sample()

Upsampling of a vector

wave.filter()

Select a Wavelet Filter

wave.variance() wave.covariance() wave.correlation()

Wavelet Analysis of Univariate/Bivariate Time Series

wavelet.filter()

Higher-Order Wavelet Filters

cpgram.test() css.test() entropy.test() portmanteau.test()

Testing the Wavelet Packet Tree for White Noise

xbox

Image with Box and X