Group: Mathematical Functions
Subgroup: Fourier and Wavelet transforms
See also: invdwt fwt invfwt fwtin fwtinshift fwt2
Links:
Wavelet tutorial
Function: dwt
Description: dwt computes the Discrete Wavelet Transformation of a vector.
Usage: y = dwt (x, l, h)
Input:
x n x 1 vector, input data where n has to be a power of 2
l integer, number of father wavelet coefficients
h m x 1 vector, wavelet basis
Output:
y n x 1 matrix, wavelet coefficients
Notes:
For the estimation x have to be the realizations on an equispaced grid. l gives the number of coefficients for the father wavelets. n-l is the number of coeffients of the mother wavelets. The matrix y contains in the first the coefficients of the father wavelets and then the coefficients of the mother wavelets.
To get the vectors of the wavelet basis, the library wavelet has to be loaded. h can be daubechies2,4,6,8,10,12,14,16,18,20, symmlet4 to 10 or coiflet1 to 5.
Example:
library ("wavelet") 
x = (0:1023)/1023 
d = dwt (x, 4, daubechies4) 
d
Result:
[   1,]   2.5285 
[   2,]   6.5324 
[   3,]   10.795 
[   4,]   12.144 
[   5,]  -3.6494 
[   6,] -7.0777e-16 
... 
[1019,] -8.3267e-17 
[1020,] -1.6653e-16 
[1021,] -1.3878e-16 
[1022,] -1.3878e-16 
[1023,] -1.1102e-16 
[1024,] -8.3267e-17
Group: Mathematical Functions
Subgroup: Fourier and Wavelet transforms
See also: invdwt fwt invfwt fwtin fwtinshift fwt2
© XploRe, generated on 6.3.98 7:17 .