Functions for Computing Wavelet Filters, Wavelet Transforms and Multiresolution Analyses

Contains functions for computing and plotting discrete wavelet transforms (DWT) and maximal overlap discrete wavelet transforms (MODWT), as well as their inverses. Additionally, it contains functionality for computing and plotting wavelet transform filters that are used in the above decompositions as well as multiresolution analyses.


Reference manual

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0.3-0.2 by Eric Aldrich, 2 years ago

Browse source code at

Authors: Eric Aldrich <[email protected]>

Documentation:   PDF Manual  

Task views: Empirical Finance, Time Series Analysis

GPL (>= 2) license

Depends on methods

Imported by TSPred, TSrepr, WaveletANN, WaveletArima, WaveletGARCH.

Depended on by wbsts.

Suggested by fractaldim, mlr.

See at CRAN