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.


Reference manual

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1.8.2 by Brandon Whitcher, a year ago

Browse source code at

Authors: Brandon Whitcher

Documentation:   PDF Manual  

Task views: Empirical Finance, Time Series Analysis

BSD_3_clause + file LICENSE license

Depends on graphics, grDevices, stats, utils

Suggests fftw, covr

Imported by EFDR, NSM3, SpatialVx, iWISA, spind, tswge.

Depended on by RHRV, W2CWM2C, adwave, wavemulcor, wmlf.

Suggested by GENEAclassify, PSSMCOOL, ade4, dplR, subniche.

See at CRAN