Wavelets Statistics and Transforms

Performs 1, 2 and 3D real and complex-valued wavelet transforms, nondecimated transforms, wavelet packet transforms, nondecimated wavelet packet transforms, multiple wavelet transforms, complex-valued wavelet transforms, wavelet shrinkage for various kinds of data, locally stationary wavelet time series, nonstationary multiscale transfer function modeling, density estimation.


Reference manual

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4.6.8 by Guy Nason, 5 years ago

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

Authors: Guy Nason [aut, cre]

Documentation:   PDF Manual  

Task views: Empirical Finance, Time Series Analysis

GPL (>= 2) license

Depends on MASS

Imported by DDHFm, EbayesThresh, asus, dLagM, grove, hwwntest, shapeR, yuima.

Depended on by BHMSMAfMRI, CVThresh, LS2W, binhf, calcWOI, costat, haarfisz, locits, mvLSW, waveband.

Suggested by warbleR.

See at CRAN