morlet function

Perform a Continuous Morlet Wavelet Transform

This function performs a continuous wavelet transform on a time series. UTF-8

morlet(y1, x1 = seq_along(y1), p2 = NULL, dj = 0.25, siglvl = 0.95)

Arguments

• y1: numeric vector. Series to be transformed.

• x1: numeric. A vector of values giving the years for the plot. Must be the same length as length(y1).

• p2: numeric. The number of power of two to be computed for the wavelet transform. Calculated from length of y1

  if NULL.

• dj: numeric. Sub-octaves per octave calculated.

• siglvl: numeric. Level for the significance test.

Details

This performs a continuous wavelet transform of a time series. This function is typically invoked with wavelet.plot.

Returns

A list containing: - y: numeric. The original time series.

• x: numeric. The time values.

• wave: complex. The wavelet transform.

• coi: numeric. The cone of influence.

• period: numeric. The period.

• Scale: numeric. The scale.

• Signif: numeric. The significant values.

• Power: numeric. The squared power.

References

Torrence, C. and Compo, G. P. (1998) A practical guide to wavelet analysis. Bulletin of the American Meteorological Society, 79 (1), 61 78.

Note

This is a port of Torrence s IDL code, which can be accessed through the Internet Archive Wayback Machine.

Author(s)

Andy Bunn. Patched and improved by Mikko Korpela.

See Also

wavelet.plot

Examples

library(utils)
data(ca533)
ca533.rwi <- detrend(rwl = ca533, method = "ModNegExp")
ca533.crn <- chron(ca533.rwi, prewhiten = FALSE)
Years <- time(ca533.crn)
CAMstd <- ca533.crn[, 1]
out.wave <- morlet(y1 = CAMstd, x1 = Years, dj = 0.1, siglvl = 0.99)