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 (CWT) 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.
| Version: | 1.6.1 |
| Depends: | R (≥ 2.0), stats, graphics, grDevices |
| Date: | 2007-10-9 |
| Author: | Brandon Whitcher |
| Maintainer: | Brandon Whitcher <brandon.j.whitcher at gsk.com> |
| License: | GPL (≥ 2) |
| URL: | http://www.image.ucar.edu/~whitcher/ http://www.image.ucar.edu/~whitcher/book/ |
| In views: | Finance |
| CRAN checks: | waveslim results |
Downloads:
| Package source: | waveslim_1.6.1.tar.gz |
| MacOS X binary: | waveslim_1.6.1.tgz |
| Windows binary: | waveslim_1.6.1.zip |
| Reference manual: | waveslim.pdf |
| Old sources: | waveslim archive |