idwt function

Inverse Discrete Wavelet Transform

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 42
X1 <- 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 DWT
newX <- cbind(X1,X2)
wt <- dwt(newX, n.levels=3, boundary="reflection")

# compute the inverse DWT
invX <- idwt(wt)

# compare
newX
invX

Author(s)

Eric Aldrich. ealdrich@gmail.com.