Wavelet Methods for Time Series Analysis


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Documentation for package ‘wmtsa’ version 2.0-3

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A B C D E F H M N O P R S W misc

-- A --

as.list.wavDictionary Constructor function for objects of class wavDictionary
as.matrix.wavCWT Continuous wavelet transform
as.matrix.wavMRD Calculate the detail sequences for wavelet transform crystals
as.matrix.wavTransform Constructor function for objects of class wavTransform
atomclock Cesium Beam Atomic Clock Data

-- B --

boxplot.wavMRD Calculate the detail sequences for wavelet transform crystals
boxplot.wavTransform Constructor function for objects of class wavTransform

-- C --

create.signalSeries Converts various time series to an object of class
crystal.names Generic function for obtaining crystal names of wavelet transform objects
crystal.names.wavMRD Calculate the detail sequences for wavelet transform crystals

-- D --

D.statistic D-statistic
D.table Critical D-statistic table generation
D.table.critical Critical D-Statistic Table
dotchart.wavMRD Calculate the detail sequences for wavelet transform crystals

-- E --

ecg Electrocardiogram Data
eda.plot Generic function for generating extended data analysis plots
eda.plot.wavFDP Class constructor for block- and time-dependent wavelet-based FD model parameter estimators
eda.plot.wavMRD Calculate the detail sequences for wavelet transform crystals
eda.plot.wavTransform Constructor function for objects of class wavTransform

-- F --

fdp045 Fractional Difference Process Data

-- H --

holderSpectrum The Holder spectrum of a time series

-- M --

make.signal Test signal generation

-- N --

nile Yearly Nile river level minima

-- O --

ocean Vertical Shear Ocean Data
oceansdf SDF for ocean series

-- P --

plot.wavBoundary Wavelet transform boundary coefficent identification
plot.wavCWT Continuous wavelet transform
plot.wavCWTTree Tree map of continuous wavelet transform extrema
plot.wavDaubechies Daubechies wavelet and scaling filters
plot.wavFDP Class constructor for block- and time-dependent wavelet-based FD model parameter estimators
plot.wavGain The gain functions for Daubechies wavelet and scaling filters
plot.wavMRD Calculate the detail sequences for wavelet transform crystals
plot.wavTransform Constructor function for objects of class wavTransform
plot.wavTransform.crystal Constructor function for objects of class wavTransform
plot.wavVar Discrete wavelet variance estimation
plot.wavVarTest Homogeneity test for discrete wavelet transform crystals
print.summary.wavBoundary Wavelet transform boundary coefficent identification
print.summary.wavCWTTree Tree map of continuous wavelet transform extrema
print.summary.wavFDP Class constructor for block- and time-dependent wavelet-based FD model parameter estimators
print.summary.wavMRD Calculate the detail sequences for wavelet transform crystals
print.summary.wavTransform Constructor function for objects of class wavTransform
print.summary.wavVar Discrete wavelet variance estimation
print.wavBoundary Wavelet transform boundary coefficent identification
print.wavCWT Continuous wavelet transform
print.wavCWTTree Tree map of continuous wavelet transform extrema
print.wavDaubechies Daubechies wavelet and scaling filters
print.wavDictionary Constructor function for objects of class wavDictionary
print.wavFDP Class constructor for block- and time-dependent wavelet-based FD model parameter estimators
print.wavGain The gain functions for Daubechies wavelet and scaling filters
print.wavMRD Calculate the detail sequences for wavelet transform crystals
print.wavTransform Constructor function for objects of class wavTransform
print.wavVar Discrete wavelet variance estimation
print.wavVarTest Homogeneity test for discrete wavelet transform crystals

-- R --

reconstruct Reconstruction (inverse transform) of various wavelet transforms
reconstruct.wavMRD Calculate the detail sequences for wavelet transform crystals
reconstruct.wavTransform Constructor function for objects of class wavTransform

-- S --

summary.wavBoundary Wavelet transform boundary coefficent identification
summary.wavCWTTree Tree map of continuous wavelet transform extrema
summary.wavFDP Class constructor for block- and time-dependent wavelet-based FD model parameter estimators
summary.wavMRD Calculate the detail sequences for wavelet transform crystals
summary.wavTransform Constructor function for objects of class wavTransform
summary.wavVar Discrete wavelet variance estimation

-- W --

wavBestBasis DWPT Best basis selection
wavBootstrap Adaptive wavelet-based bootstrapping
wavBoundary Wavelet transform boundary coefficent identification
wavCWT Continuous wavelet transform
wavCWTFilters Frequency response of continuous wavelet transform filters
wavCWTPeaks Peak detection in a time series via the CWT
wavCWTTree Tree map of continuous wavelet transform extrema
wavDaubechies Daubechies wavelet and scaling filters
wavDictionary Constructor function for objects of class wavDictionary
wavDWPT The discrete wavelet packet transform (DWPT)
wavDWPTWhitest Seeks the whitest transform of a discrete wavelet packet transform (DWPT)
wavDWT The discrete wavelet transform (DWT)
wavDWTMatrix Discrete wavelet transform matrix.
wavEDOF Equivalent degrees of freedom (EDOF) estimates for a chi-squared distribution
wavEquivFilter Daubechies equivalent wavelet and scaling filters
wavFDP Class constructor for block- and time-dependent wavelet-based FD model parameter estimators
wavFDPBand Mid-octave spectral density function (SDF) estimation
wavFDPBlock Block-dependent estimation of fractionally differenced (FD) model parameters
wavFDPSDF Spectral density function for a fractionally differenced process
wavFDPTime Instantaneous estimation of fractionally differenced model parameters
wavGain The gain functions for Daubechies wavelet and scaling filters
wavIndex Boundary and interior wavelet coefficient identification
wavMaxLevel Maximum decomposition level
wavMODWPT The maximal overlap discrete wavelet packet transform (MODWPT)
wavMODWT The maximal overlap discrete wavelet transform (MODWT)
wavMRD Calculate the detail sequences for wavelet transform crystals
wavMRDSum Partial summation of a multiresolution decomposition
wavPacketBasis Extract wavelet packet basis from a DWPT
wavPacketIndices Wavelet packet node indices
wavShift Shifts wavelet transform coefficients for approximate zero phase alignment
wavShrink Nonlinear denoising via wavelet shrinkage
wavSortCrystals Sort wavelet transform crystal names
wavStackPlot Generic function for generating stacked plots
wavStackPlot.default Plot wavelet transform crystals
wavStackPlot.wavMRD Calculate the detail sequences for wavelet transform crystals
wavStackPlot.wavTransform Constructor function for objects of class wavTransform
wavStemPlot Stem plot
wavTitle Extract the name of the data used to generate objects of various wavelet classes
wavTransform Constructor function for objects of class wavTransform
wavVar Discrete wavelet variance estimation
wavVarConfidence Wavelet variance confidence intervals
wavVarTest Homogeneity test for discrete wavelet transform crystals
wavZeroPhase Zero phase shift factors for Daubechies symmlet and coiflet filters

-- misc --

[.wavBoundary Wavelet transform boundary coefficent identification
[.wavCWTTree Tree map of continuous wavelet transform extrema
[.wavMRD Calculate the detail sequences for wavelet transform crystals
[.wavTransform Constructor function for objects of class wavTransform
[<-.wavMRD Calculate the detail sequences for wavelet transform crystals
[<-.wavTransform Constructor function for objects of class wavTransform
[[.wavMRD Calculate the detail sequences for wavelet transform crystals
[[.wavTransform Constructor function for objects of class wavTransform