| wavCWTFilters {wmtsa} | R Documentation |
Returns the frequency response of a continuous wavelet filter. The choices for filters are limited to Haar, Gaussian, and Morlet families.
wavCWTFilters(wavelet="Gaussian2", frequency=seq(0, 2 * pi, length=1000),
shift=3, variance=1, times=NULL)
frequency |
a numeric vector denoting the frequencies (in rad/sec) over which the
frequency response function for the specified wavelet should be evaluated.
Default: seq(0, 2 * pi, length=1000) |
shift |
the frequency shift w0 of the Morlet wavelet. Default: 3. |
times |
a numeric vector of values corresponding to times at which the
specified filter should be evaluated. If not NULL, the impulse response of
the specified filter is returned, otherwise the freequency response is returned.
Default: NULL. |
variance |
the variance of a Gaussian PDF. Used only for the (derivatives of) Guassian filters.
Default: 1. |
wavelet |
a character string denoting the wavelet filter.
Choices are "haar", "gaussian1", "gaussian2", and "morlet",
where gaussian1 and gaussian2 represent the first and second derivatives of a
Gaussian PDF. Default: "gaussian2". |
the frequency response corresponding to the input frequencies.
D. B. Percival and A. T. Walden, Wavelet Methods for Time Series Analysis, Cambridge University Press, 2000.
## set the plot grid
old.plt <- splitplot(2,2,1)
## create a frequency vector
w <- seq(-10,10,length=1000)
## calculate the frequency responses for various
## mother wavelets and plot the results
wavelets <- c("haar", "gaussian1", "gaussian2", "morlet")
for (i in seq(wavelets)){
if (i > 1) splitplot(2,2,i)
filt <- wavelets[i]
plot(w, abs(wavCWTFilters(wavelet=filt, frequency=w)),
ylab="|Psi(w)|", xlab="frequency", type="l")
title(filt)
}
par(old.plt)