Computes the inverse discrete wavelet transform for a discrete wavelet transform that was obtained from a univariate or multivariate time series.
idwt(wt, fast=TRUE)
Arguments
wt: A dwt object.
fast: A logical flag which, if true, indicates that the inverse pyramid algorithm is computed with an internal C function. Otherwise, only R code is used in all computations.
Details
The inverse discrete wavelet transform is computed via the inverse pyramid algorithm, using pseudocode written by Percival and Walden (2000), p. 101.
Returns
An object with class and attributes equivalent to the original series that was used to compute the DWT. In general, the output will be equivalent to the original series (i.e. X = idwt(dwt(X))), however when thresholding or shrinkage methods are used on the dwt
object, the output of idwt may differ from the original series.
References
Percival, D. B. and A. T. Walden (2000) Wavelet Methods for Time Series Analysis, Cambridge University Press.
See Also
dwt, modwt, imodwt.
Examples
# obtain the two series listed in Percival and Walden (2000), page 42X1 <- c(.2,-.4,-.6,-.5,-.8,-.4,-.9,0,-.2,.1,-.1,.1,.7,.9,0,.3)X2 <- c(.2,-.4,-.6,-.5,-.8,-.4,-.9,0,-.2,.1,-.1,.1,-.7,.9,0,.3)# combine them and compute DWTnewX <- cbind(X1,X2)wt <- dwt(newX, n.levels=3, boundary="reflection")# compute the inverse DWTinvX <- idwt(wt)# comparenewX
invX