Package: wavethresh 4.7.3

Guy Nason

wavethresh: 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.

Authors:Guy Nason [aut, cre], Stuart Barber [ctb], Tim Downie [ctb], Piotr Frylewicz [ctb], Arne Kovac [ctb], Todd Ogden [ctb], Bernard Silverman [ctb]

wavethresh_4.7.3.tar.gz
wavethresh_4.7.3.tar.gz(r-4.5-noble)wavethresh_4.7.3.tar.gz(r-4.4-noble)
wavethresh_4.7.3.tgz(r-4.4-emscripten)wavethresh_4.7.3.tgz(r-4.3-emscripten)
wavethresh.pdf |wavethresh.html
wavethresh/json (API)

# Install 'wavethresh' in R:
install.packages('wavethresh', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • BabyECG - Physiological data time series.
  • BabySS - Physiological data time series.
  • ipd - Inductance plethysmography data.
  • lennon - John Lennon image.
  • teddy - Picture of a teddy bear's picnic.

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

7.27 score 40 packages 362 scripts 54k downloads 8 mentions 256 exports 1 dependencies

Last updated 3 months agofrom:3fa5edea7c. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKDec 01 2024
R-4.5-linux-x86_64OKDec 01 2024

Exports:accesscaccessCaccessC.mwdaccessC.wdaccessC.wpaccessC.wstaccessDaccessD.mwdaccessD.wdaccessD.wd3DaccessD.wpaccessD.wpstaccessD.wstaddpktAutoBasisav.basisAvBasisAvBasis.wstAvBasis.wst2Dbasisplotbasisplot.BPbasisplot.wpBAYES.THRBest1DColsbestmBMdiscrc2to4CanUseMoreThanOneColorcheckmyewsChires5Chires6cnscompare.filterscompgrotcompresscompress.defaultcompress.imwdconbarconvertconvert.wdconvert.wstConvertMessageCrsswavcthreshCthresholdCWavDECWCVdclawdencvwddenplotdenprojdenwddenwrDJ.EXdofdopplerdrawdraw.defaultdraw.imwddraw.imwdcdraw.mwddraw.wddraw.wpdraw.wstdrawboxdrawwp.defaultewspecexample.1filter.selectfind.parametersfirst.lastfirst.last.dhfirstdotFullWaveletCVGenWgetarrvecgetpacketgetpacket.wpgetpacket.wpstgetpacket.wstgetpacket.wst2DGetRSSWSTguyrotHaarConcatHaarMAimage.wdimage.wstimwdimwrimwr.imwdimwr.imwdcInvBasisInvBasis.wpInvBasis.wstipndacwirregwdIsEarlyIsEarly.defaultIsEarly.wdIsPowerOfTwol2normlevarrlinfnormLocalSpecLocalSpec.wdLocalSpec.wstlogabsLSWsimlt.to.namemadmadmake.dwwtmakegridmakewpstDOmakewpstROMaNoVeMaNoVe.wpMaNoVe.wstmfilter.selectmfirst.lastmodernisemodernise.wdmpostfiltermprefiltermwdmwrnewsurenlevelsWTnlevelsWT.defaultnullevelsnullevels.imwdnullevels.wdnullevels.wstnumtonvpclawplot.imwdplot.imwdcplot.irregwdplot.mwdplot.nvwpplot.wdplot.wpplot.wstplot.wst2Dplotdenwdplotpktprint.BPprint.imwdprint.imwdcprint.mwdprint.nvprint.nvwpprint.w2dprint.w2mprint.wdprint.wd3Dprint.wpprint.wpstprint.wpstCLprint.wpstDOprint.wpstROprint.wstprint.wst2DPsiJPsiJmatPsinameputCputC.mwdputC.wdputC.wpputC.wstputDputD.mwdputD.wdputD.wd3DputD.wpputD.wstputDwd3Dcheckputpacketputpacket.wpputpacket.wstputpacket.wst2Drclawrcovrfftrfftinvrfftwtrm.detrmgetrmnamerotatebackrsswavScalingFunctionShannon.entropysimchirpssqsummary.imwdsummary.imwdcsummary.mwdsummary.wdsummary.wd3Dsummary.wpsummary.wpstsummary.wstsummary.wst2Dsupportsuretest.dataCTthresholdthreshold.imwdthreshold.imwdcthreshold.irregwdthreshold.mwdthreshold.wdthreshold.wd3Dthreshold.wpthreshold.wstTOgetthrda1TOgetthrda2TOkolsmi.chi2TOonebyone1TOonebyone2TOshrinkitTOthreshda1TOthreshda2tpwdtpwruncompressuncompress.defaultuncompress.imwdcwavegrowWaveletCVwdwd.dhwd.intwd3DWhistoryWhistory.wstwpwpstwpst2discrwpst2mwpstCLASSwpstREGRwrwr.intwr.mwdwr.wdwr3Dwstwst2DwstCVwstCVlWTEnvwvcvlrsswvmomentswvrelease

Dependencies:MASS

Readme and manuals

Help Manual

Help pageTopics
Wavelets Statistics and Transformswavethresh-package wavethresh
Get variance information from irregularly spaced wavelet decomposition object.accessc
Get "detail" (mother wavelet) coefficients data from wavelet objectaccessC
Get Smoothed Data from Wavelet StructureaccessC.mwd
Get smoothed data from wavelet object (wd)accessC.wd
Warning function when trying to access smooths from wavelet packet object (wp).accessC.wp
Get smoothed data from packet ordered non-decimated wavelet object (wst)accessC.wst
Get "detail" (mother wavelet) coefficients data from wavelet objectaccessD
Get wavelet coefficients from multiple wavelet structure (mwd).accessD.mwd
Get detail (mother wavelet) coefficients from wavelet object (wd).accessD.wd
Get wavelet coefficients from 3D wavelet objectaccessD.wd3D
Obtain whole resolution level of wavelet packet coefficients from a wavelet packet object (wp).accessD.wp
Get coefficients from a non-decimated wavelet packet object (wpst) in time order.accessD.wpst
Get mother wavelet coefficients from a packet ordered non-decimated wavelet object (wst).accessD.wst
Add a wavelet packet box to an already set up time-frequency plotaddpkt
Run Coifman-Wickerhauser best basis algorithm on wavelet packet objectAutoBasis
Perform basis averaging for wst class objectav.basis
Basis averaging ("inversion")AvBasis
Perform basis averaging for (packet-ordered) non-decimated wavelet transform.AvBasis.wst
Perform basis averaging for (packet-ordered) 2D non-decimated wavelet transform.AvBasis.wst2D
Physiological data time series.BabyECG
Physiological data time series.BabySS
Generic basis plot functionbasisplot
Plot time-frequency plane and basis slots associated with basis objectbasisplot.BP
Function to graphically select a wavelet packet basisbasisplot.wp
Bayesian wavelet thresholding.BAYES.THR
Extract the best (one-dimensional) nondecimated WP packetsBest1DCols
Function called by makewpstRO to identify which packets are individually good for correlating with a responsebestm
Subsidiary routine for makewpstDO functionBMdiscr
Take integer, represent in binary, then think of and return that representation in base 4c2to4
Deprecated functionCanUseMoreThanOneColor
Check a LSW spectrum through repeated simulation and empirical averagescheckmyews
Subsid routine for denproj (calcs scaling function coefs without cov)Chires5
Subsid routine for denproj (calcs scaling function coefs with cov)Chires6
Create new zeroed spectrum.cns
Compares two filters.compare.filters
Compute empirical shift for time ordered non-decimated transforms.compgrot
Compress objectscompress
Do "zero" run-length encoding compression of a vector of numbers.compress.default
Compress a (thresholded) imwd class object by removing zeroes.compress.imwd
Performs inverse DWT reconstruction stepconbar
Convert one type of wavelet object into another.convert
Convert a non-decimated wd object into a wst object.convert.wd
Convert a non-decimated wst object into a wd object.convert.wst
Print out a text message about an object which is from old version of WaveThreshConvertMessage
Wrapper to C code version of rsswavCrsswav
Estimate real signal using complex-valued waveletscthresh
Calls C code to threshold wd class object.Cthreshold
Simple wavelet density estimator with hard thresholdingCWavDE
C Wavelet Cross-validationCWCV
Claw distributiondclaw pclaw rclaw
Calculate variances of wavlet coefficients of a p.d.f.dencvwd
Calculate plotting information for a density estimate.denplot
Calculate empirical scaling function coefficients of a p.d.f.denproj
Wavelet decomposition of empirical scaling function coefficients of a p.d.f.denwd
Wavelet reconstruction for density estimation.denwr
Produce Donoho and Johnstone test functionsDJ.EX
Compute number of non-zero coefficients in wd objectdof
Evaluate the Donoho and Johnstone Doppler signal.doppler
Draw wavelets or scaling functions.draw
Draw picture of a wavelet or scaling function.draw.default
Draw mother wavelet associated with an imwd object.draw.imwd
Draw mother wavelet associated with an imwdc object.draw.imwdc
Draws a wavelet or scaling function used to compute an `mwd' objectdraw.mwd
Draw mother wavelet or scaling function associated with wd object.draw.wd
Draw wavelet packet associated with a wp object.draw.wp
Draw mother wavelet or scaling function associated with wst object.draw.wst
Draw a shaded coloured boxdrawbox
Subsidiary routine that actually computes wavelet packet valuesdrawwp.default
Compute evolutionary wavelet spectrum estimate.ewspec
Compute and return piecewise polynomial coordinates.example.1
Provide wavelet filter coefficients.filter.select
Find estimates of prior parametersfind.parameters
Build a first/last database for wavelet transforms.first.last
Build special first/last database for some wavelet density functionsfirst.last.dh
Return the location of the first period character within a character string (for a vector of strings of arbitrary length).firstdot
Perform whole wavelet cross-validation in C codeFullWaveletCV
Generate (inverse) discrete wavelet transform matrix.GenW
Compute and return weaving permutation for conversion from wst objects to wd class objects.getarrvec
Get a packet of coefficients from a wavelet objectgetpacket
Get packet of coefficients from a wavelet packet object (wp).getpacket.wp
Get packet of coefficients from a non-decimated wavelet packet object (wpst).getpacket.wpst
Get packet of coefficients from a packet ordered non-decimated wavelet object (wst).getpacket.wst
Get packet of coefficients from a two-dimensional non-decimated wavelet object (wst2D).getpacket.wst2D
Computes estimate of error for function estimate.GetRSSWST
Data interpolated to a grid objects.griddata objects
Cyclically rotate elements of a vectorguyrot
Generate a concatenated Haar MA processHaarConcat
Generate Haar MA processes.HaarMA
Produce image representation of nondecimated wavelet transformimage.wd
Produce image representation of a wst class objectimage.wst
Two-dimensional wavelet transform (decomposition).imwd
Two-dimensional wavelet decomposition objects.imwd.object
Two-dimensional compressed wavelet decomposition objects.imwdc.object
Inverse two-dimensional wavelet transform.imwr
Inverse two-dimensional discrete wavelet transform.imwr.imwd
Inverse two-dimensional discrete wavelet transform.imwr.imwdc
Generic basis inversion for librariesInvBasis
Invert a wp library representation with a particular basis specInvBasis.wp
Invert a wst library representation with a basis specificationInvBasis.wst
Inductance plethysmography data.ipd
Compute inner product matrix of discrete non-decimated autocorrelation wavelets.ipndacw
Irregular wavelet transform (decomposition).irregwd
Irregular wavelet decomposition objects.irregwd.objects
Generic function to detect whether object is from an early versionIsEarly
Detects whether object is from an earlier version of WaveThreshIsEarly.default
Function to detect whether a wd object is from WaveThresh2 or notIsEarly.wd
Decides whether vector elements are integral powers of two (returns NA if not).IsPowerOfTwo
Compute L2 distance between two vectors of numbers.l2norm
John Lennon image.lennon
Subsidiary routine that generates a particular permutationlevarr
Compute L infinity distance between two vectors of numbers.linfnorm
Compute Nason and Silverman smoothed wavelet periodogram.LocalSpec
Compute Nason and Silverman raw or smoothed wavelet periodogram.LocalSpec.wd
Obsolete function (use ewspec)LocalSpec.wst
Take the logarithm of the squares of the argumentlogabs
Simulate arbitrary locally stationary wavelet process.LSWsim
Convert desired level and orientation into code used by imwdlt.to.name
Compute square of median absolute deviation (mad) function.madmad
Compute diagonal of the matrix WWTmake.dwwt
Interpolate data to a grid.makegrid
Help page for a functionmakewpstDO
Make a wavelet packet regression object from a dependent and independent time series variable.makewpstRO
Make Node Vector (using Coifman-Wickerhauser best-basis type algorithm)MaNoVe
Make Node Vector (using Coifman-Wickerhauser best-basis type algorithm) on wavelet packet objectMaNoVe.wp
Make Node Vector (using Coifman-Wickerhauser best-basis type algorithm) on nondecimated wavelet transform objectMaNoVe.wst
Provide filter coefficients for multiple wavelets.mfilter.select
Build a first/last database for multiple wavelet transforms.mfirst.last
Generic function to upgrade a V2 WaveThresh object to V4modernise
Modernise a wd class objectmodernise.wd
Multiwavelet postfiltermpostfilter
Multiwavelet prefiltermprefilter
Discrete multiple wavelet transform (decomposition).mwd
Multiple wavelet decomposition object (1D)mwd.object
Multiple discrete wavelet transform (reconstruction).mwr
Version of sure that acts as subsidiary for threshold.irregwdnewsure
Returns number of scale (resolution) levels.nlevelsWT
Returns number of levels associated with an objectnlevelsWT.default
Set whole resolution levels of coefficients equal to zero.nullevels
Sets whole resolution levels of coefficients equal to zero in a imwd object.nullevels.imwd
Sets whole resolution levels of coefficients equal to zero in a wd object.nullevels.wd
Sets whole resolution levels of coefficients equal to zero in a wst object.nullevels.wst
Convert an index number into a node vector object.numtonv
Node vector objects.nv.object
Draw a picture of the 2D wavelet coefficients using imageplot.imwd plot.imwdc
Plot variance factors of wavelet transform coefficients for irregularly spaced wavelet transform objectplot.irregwd
Use plot on an mwd object.plot.mwd
Depict wavelet packet basis specficationplot.nvwp
Plot wavelet transform coefficients.plot.wd
Plot wavelet packet transform coefficientsplot.wp
Plot packet-ordered non-decimated wavelet transform coefficients.plot.wst
Plot packet-ordered 2D non-decimated wavelet coefficients.plot.wst2D
Plot the wavelet coefficients of a p.d.f.plotdenwd
Sets up a high level plot ready to show the time-frequency plane and wavelet packet basis slotsplotpkt
Print top best basis information for BP class objectprint.BP
Print out information about an imwd object in readable form.print.imwd
Print out information about an imwdc object in readable form.print.imwdc
Use print() on a mwd object.print.mwd
Print a node vector object, also used by several other functions to obtain packet list informationprint.nv
Print a wavelet packet node vector object, also used by several other functions to obtain packet list informationprint.nvwp
Print method for printing w2d class objectsprint.w2d
Print a w2m class objectprint.w2m
Print out information about an wd object in readable form.print.wd
Print out information about an wd3D object in a readable form.print.wd3D
Print out information about an wd object in readable form.print.wp
Prints out basic information about a wpst class objectprint.wpst
Prints some information about a wpstCL objectprint.wpstCL
Print information about a wpstDO class objectprint.wpstDO
Print a wpstRO class objectprint.wpstRO
Print out information about an wst object in readable form.print.wst
Print out information about an wst2d object in a readable form.print.wst2D
Compute discrete autocorrelation wavelets.PsiJ
Compute discrete autocorrelation wavelets but return result in matrix form.PsiJmat
Return a PsiJ list object style name.Psiname
Put smoothed data (father wavelet) coefficients into wavelet structureputC
Put smoothed data into wavelet structureputC.mwd
Puts a whole resolution level of father wavelet coeffients into wd wavelet object.putC.wd
Warning function when trying to insert father wavelet coefficients into wavelet packet object (wp).putC.wp
Puts a whole resolution level of father wavelet coeffients into wst wavelet object.putC.wst
Put mother wavelet coefficients into wavelet structureputD
Put wavelet coefficients into multiple wavelet structureputD.mwd
Puts a whole resolution level of mother wavelet coeffients into wd wavelet object.putD.wd
Put wavelet coefficient array into a 3D wavelet objectputD.wd3D
Puts a whole resolution level of wavelet packet coeffients into wp wavelet object.putD.wp
Puts a whole resolution level of mother wavelet coeffients into wst wavelet object.putD.wst
Check argument list for putD.wd3DputDwd3Dcheck
Insert a packet of coefficients into a wavelet object.putpacket
Inserts a packet of coefficients into a wavelet packet object (wp).putpacket.wp
Put a packet of coefficients into a packet ordered non-decimated wavelet object (wst).putpacket.wst
Replace packet of coefficients in a two-dimensional non-decimated wavelet object (wst2D).putpacket.wst2D
Computes robust estimate of covariance matrixrcov
Real Fast Fourier transformrfft
Inverse real FFT, inverse of rfftrfftinv
Weight a Fourier series sequence by a set of weightsrfftwt
Set coarse levels of a wavelets on the interval transform object to zerorm.det
Search for existing ipndacw matrices.rmget
Return a ipndacw matrix style name.rmname
Cyclically shift a vector one place to the rightrotateback
Compute mean residual sum of squares for odd prediction of even ordinates and vice versarsswav
Compute scaling functions on internally predefined gridScalingFunction
Compute Shannon entropyShannon.entropy
Compute and return simulated chirp function.simchirp
Compute sum of squares difference between two vectorsssq
Print out some basic information associated with an imwd objectsummary.imwd
Print out some basic information associated with an imwdc objectsummary.imwdc
Use summary() on a mwd object.summary.mwd
Print out some basic information associated with a wd objectsummary.wd
Print out some basic information associated with a wd3D objectsummary.wd3D
Print out some basic information associated with a wp objectsummary.wp
Print out some basic information associated with a wpst objectsummary.wpst
Print out some basic information associated with a wst objectsummary.wst
Print out some basic information associated with a wst2D objectsummary.wst2D
Returns support of compactly supported wavelets.support
Computes the minimum of the SURE thresholding functionsure
Picture of a teddy bear's picnic.teddy
Test functions for wavelet regression and thresholdingtest.dataCT
Threshold coefficientsthreshold
Threshold two-dimensional wavelet decomposition objectthreshold.imwd
Threshold two-dimensional compressed wavelet decomposition objectthreshold.imwdc
hold irregularly spaced wavelet decomposition objectthreshold.irregwd
Use threshold on an mwd object.threshold.mwd
Threshold (DWT) wavelet decomposition objectthreshold.wd
Threshold 3D DWT objectthreshold.wd3D
Threshold wavelet packet decomposition objectthreshold.wp
Threshold (NDWT) packet-ordered non-decimated wavelet decomposition objectthreshold.wst
Subsidiary routines for Ogden and Parzen's wavelet shrinkage methodsTOgetthrda1 TOgetthrda2 TOkolsmi.chi2 TOonebyone1 TOonebyone2 TOshrinkit
Data analytic wavelet thresholding routineTOthreshda1
Data analytic wavelet thresholding routineTOthreshda2
Tensor product 2D wavelet transformtpwd
Inverse tensor product 2D wavelet transform.tpwr
Uncompress objectsuncompress
Undo zero run-length encoding for a vector.uncompress.default
Uncompress an imwdc class objectuncompress.imwdc
Interactive graphical tool to grow a wavelet synthesiswavegrow
Wavelet cross-validationWaveletCV
Wavelet transform (decomposition).wd
Compute specialized wavelet transform for density estimationwd.dh
Computes "wavelets on the interval" transformwd.int
Wavelet decomposition objectswd.object
Three-dimensional discrete wavelet transformwd3D
Three-dimensional wavelet objectwd3D.object
Obsolete function supposedly detailed history of objectWhistory
Obsolete function: as Whistory, but for wst objectsWhistory.wst
Wavelet packet transform.wp
Wavelet Packet decomposition objects.wp.object
Non-decimated wavelet packet transform.wpst
Reshape/reformat packet coefficients into a multivariate data setwpst2discr
Converts a nondecimated wavelet packet object to a (large) matrix with packets stored as columnswpst2m
Predict values using new time series values via a non-decimated wavelet packet discrimination object.wpstCLASS
Construct data frame using new time series using information from a previously constructed wpstRO objectwpstREGR
Wavelet reconstruction (inverse DWT).wr
Computes inverse "wavelets on the interval" transform.wr.int
Multiple wavelet reconstruction for mwd objectswr.mwd
Wavelet reconstruction for wd class objects (inverse discrete wavelet transform).wr.wd
Inverse DWT for 3D DWT object.wr3D
Packet-ordered non-decimated wavelet transform.wst
(Packet ordered) Nondecimated wavelet transform decomposition objects.wst.object
(Packet-ordered) 2D non-decimated wavelet transform.wst2D
(Packet ordered) Two-dimensional nondecimated wavelet transform decomposition objects.wst2D.object
Performs two-fold cross-validation estimation using packet-ordered non-decimated wavelet transforms and one, global, threshold.wstCV
Performs two-fold cross-validation estimation using packet-ordered non-decimated wavelet transforms and a (vector) level-dependent threshold.wstCVl
Environment that exists to store intermediate calculations for re-use within the same R session.WTEnv
Computes estimate of error for function estimate.wvcvlrss
Compute moments of wavelets or scaling functionwvmoments
Prints out the release number of the WaveThresh packagewvrelease