# Wavelet Analysis

Perform wavelet analysis (orthogonal, translation invariant, tensorial, 1-2-3d transforms, thresholding, block thresholding, linear,...) with applications to data compression or denoising/regression. The core of the code is a port of 'MATLAB' Wavelab toolbox written by D. Donoho, A. Maleki and M. Shahram (< https://statweb.stanford.edu/~wavelab/>). Wavelet Analysis

Install the devtools package if you haven't already.

To install the package, type the following at the R command line:

## Getting started

Here is an example of denoising of an experimental nuclear magnetic resonance (NMR) spectrum. We start by loading the data:

Then we specify the coarse decomposition scale j0, the wavelets we want to use (here, Symmlet with 6 null moments) and we perform a fast wavelet transform to get the noisy wavelet coefficients (Ywd):

We estimate the standard deviation σ of the noise using the maximum absolute deviation (with only the finest scale coefficients). We apply a hard thresholding rule (with a universal threshold) to the coefficient estimators and obtain the estimator by applying an inverse transform:

Finally, we plot the resulting estimator: See the package vignette for more details. You could also build and see the vignette associated with the package using the following lines of code

Then, to view the vignette

rwavelet News

# rwavelet 0.2.0. release

• Added 3-d Discrete Wavelet Transformation (FWT3_PO, IWT3_PO)

# rwavelet 0.3.0. release

• Added 2-d Tensor Discrete Wavelet Transformation (FTWT2_PO, ITWT2_PO)

# rwavelet 0.4.0. release

• Added 1-d Wavelet Block Thresholding (BlockThresh)
• 2-Fold Cross-Validation for choising the truncation parameter (CVlinear)
• Added 2-d Translation Invariant Forward/Inverse Wavelet Transform (FWT2_TI, IWT2_TI)

# Reference manual

install.packages("rwavelet")

0.4.0 by Navarro Fabien, 2 years ago

http://github.com/fabnavarro/rwavelet

Report a bug at http://github.com/fabnavarro/rwavelet/issues

Browse source code at https://github.com/cran/rwavelet

Authors: F. Navarro and C. Chesneau

Documentation:   PDF Manual