Group: Mathematical Functions
Subgroup: Fourier and Wavelet transforms
See also: invfwtin dwt invdwt fwt invfwt fwtinshift

Links:
Wavelet tutorial

Function: fwtin
Description: fwtin computes the Fast Wavelet Transformation of all circular shifts of the vector x.

Usage: ti = fwtin (x, d, h)
Input:
x n x 1 vector, the input data, where n has to be a power of 2
d integer, the level for the father wavelets s.t. 2^d is the number of father wavelet coefficients
h m x 1 vector, wavelet basis
Output:
ti n x d matrix, the resulting coefficients

Notes:
In density or regression estimation the input data have to be realizations on an equispaced grid.
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:
; set random seed of random generator 
randomize(0) 
; load the library wavelet to get the constants 
library ("wavelet") 
; generate a x 
x  = (0:15)/16 
; use as y a noisy sine curve 
y  = sin(pi*x)+normal(16) 
; compute translation invariant coefficients 
ti = fwtin (y, 2, daubechies4) 
; show them on the screen 
ti 

Result:
[ 1,] -0.16276   0.1688 
[ 2,]  0.13875   2.5233 
[ 3,]    1.125  -1.4808 
[ 4,] -0.22687   0.4851 
[ 5,]  0.94395  0.10797 
[ 6,] -0.61274  -1.8444 
[ 7,] -0.26754 -0.36924 
[ 8,]  0.22756 -0.44845 
[ 9,]  -0.4672  0.50097 
[10,]   1.4851  -1.8111 
[11,] -0.69653 -0.69367 
[12,]  0.95768   1.2814 
[13,]  0.79618   -1.169 
[14,] -0.60832   1.6624 
[15,] -0.19415   0.7346 
[16,] -0.10738  0.35211 





Group: Mathematical Functions
Subgroup: Fourier and Wavelet transforms
See also: invfwtin dwt invdwt fwt invfwt fwtinshift

© XploRe, generated on 6.3.98 7:17 .