Basic Wavelet Routines for One-, Two-, and Three-Dimensional Signal Processing
Filter Banks for Dual-Tree Wavelet Transforms
Bandpass Variance for Long-Memory Processes
Produce Boolean Vector from Wavelet Basis Names
Replace Boundary Wavelet Coefficients with Missing Values
Fast Column-wise Convolution of a Matrix
Three Dimensional Separable Maximal Ovelrap Discrete Wavelet Transform
(Inverse) Maximal Overlap Discrete Wavelet Transform
Dual-tree Complex 2D Discrete Wavelet Transform
Miscellaneous Functions for Dual-Tree Wavelet Software
Testing the Wavelet Packet Tree for White Noise
Denoise an Image via the 2D Discrete Wavelet Transform
Calculating Thomson's Spectral Multitapers by Inverse Iteration
Kingsbury's Q-filters for the Dual-Tree Complex DWT
Dual-tree Complex Discrete Wavelet Transform
(Inverse) Discrete Wavelet Packet Transforms in Two Dimensions
Bootstrap Time Series Using the DWPT
(Inverse) Discrete Wavelet Packet Transforms
Simulate Seasonal Persistent Processes Using the DWPT
Two-Dimensional Discrete Wavelet Transform
Three Dimensional Separable Discrete Wavelet Transform
Squared Gain Function of a Filter
Discrete Hilbert Wavelet Transforms
Discrete Wavelet Transform (DWT)
Wavelet-based Maximum Likelihood Estimation for a Fractional Differenc...
Spectral Density Functions for Long-Memory Processes
Determine an Orthonormal Basis for the Discrete Wavelet Packet Transfo...
Farras nearly symmetric filters
Select a Hilbert Wavelet Pair
Generate Stationary Gaussian Process Using Hosking's Method
Wavelet Shrinkage via Thresholding
Time-varying and Seasonal Analysis Using Hilbert Wavelet Pairs
Two-Dimensional Maximal Overlap Discrete Wavelet Transform
Multiresolution Analysis of an Image
Three Dimensional Multiresolution Analysis
Multiresolution Analysis of Time Series
Wavelet-based Testing and Locating for Variance Change Points
Autocovariance Functions via the Discrete Fourier Transform
Stack Plot
Derive Orthonormal Basis from Wavelet Packet Tree
Periodogram
Phase Shift for Hilbert Wavelet Coefficients
Phase Shift Wavelet Coefficients
Plot Two-dimensional Discrete Wavelet Transform
Quadrature Mirror Filter
Rotated Cumulative Variance
Circularly Shift Matrices from a 2D MODWT
Computing Sinusoidal Data Tapers
Compute Wavelet Cross-Covariance Between Two Time Series
Wavelet-based Maximum Likelihood Estimation for Seasonal Persistent Pr...
Variance of a Seasonal Persistent Process
Testing for Homogeneity of Variance
Upsampling of a vector
Select a Wavelet Filter
Wavelet Analysis of Images
Wavelet Analysis of Univariate/Bivariate Time Series
Higher-Order Wavelet Filters
Basic wavelet routines for time series (1D), image (2D) and array (3D) analysis. The code provided here is based on wavelet methodology developed in Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001); the dual-tree complex wavelet transform (DTCWT) from Kingsbury (1999, 2001) as implemented by Selesnick; and Hilbert wavelet pairs (Selesnick 2001, 2002). All figures in chapters 4-7 of GSW (2001) are reproducible using this package and R code available at the book website(s) below.