| wt.filter {wavelets} | R Documentation |
An S4 object containing wavelet transform filter information.
"Daubechies",
"Least Asymetric", "Best Localized", and
"Coiflet". If the wt.filter object is generated from a
numeric vector of wavelet coefficients, wt.class is
"none".wt.filter object is generated from a numeric vector of
wavelet coefficients, wt.name is "none"."dwt" and "modwt".
The notation h and g for wavelet and scaling
coefficients, respectively, follows Percival and Walden (2000). In
other texts and articles the reverse notation is often adopted.
Eric Aldrich. ealdrich@gmail.com.
Percival, D. B. and A. T. Walden (2000) Wavelet Methods for Time Series Analysis, Cambridge University Press.