The function mld performs an additive decomposition of the input vector x onto sub-spaces associated to an orthonormal orthobasis. The sub-spaces are defined by levels of the input factor level. The function haar2level builds the factor level such that the multi level decomposition corresponds exactly to a multiresolution analysis performed with the haar basis.
x: is a vector or a time serie containing the data to be decomposed. This must be a dyadic length vector (power of 2) for the function haar2level.
orthobas: is a data frame containing the vectors of the orthonormal basis.
level: is a factor which levels define the sub-spaces on which the function mld performs the additive decomposition.
na.action: if 'fail' stops the execution of the current expression when x contains any missing value. If 'mean' replaces any missing values by mean(x).
plot: if TRUE plot x and the components resulting from the decomposition.
dfxy: is a data frame with two coordinates.
phylog: is an object of class phylog.
...: further arguments passed to or from other methods.
Returns
A data frame with the components resulting from the decomposition.
References
Mallat, S. G. (1989) A theory for multiresolution signal decomposition: the wavelet representation. IEEE Transactions on Pattern Analysis and Machine Intelligence, 11 , 7, 674--693.
Percival, D. B. and Walden, A. T. (2000) Wavelet Methods for Time Series Analysis, Cambridge University Press.