wpt(x, crystal.names=NULL, basis=NULL, cost.fun="entropy",
wavelet="s8", n.levels=6, boundary=NULL,
precondition=F, pdeg=0, pfrac=0, dual=F,
analysis.filter=NULL, synthesis.filter=NULL,
filter.reverse=F, scale=NULL, thresh=NULL, p=2, prob=.5)
iwpt(x)
wpt, a time series or a numeric vector. For
iwpt,
an object of class
"wpt".
wj.b where
j is the level
(an integer between
0 and
n.levels)
and
b is the oscillation index
(an integer between
0 and
2^j).
"best.basis", "best.level", or
"dwt".
This determines how the wavelet packet
transform is chosen: see the respective help files.
If
crystal.names is not null, then
basis is ignored.
If both
crystal.names and
basis are null,
then the wavelet packet transform of level
n.levels is computed.
basis="best.basis" or
"best.level" only.
Available cost functionals are:
"entropy",
"lp", "risk", "sure", and
"threshold".
See
pcosts for details.
"d4", "s8".
See
wavelet for a list of all available wavelet names.
For a user-provided filter, input the values in
analysis.filter and
synthesis.filter below.
n.levels is bigger than
ml, where
ml is the maximum possible level,
then
n.levels is set to
ml and a warning message is given.
The
max.level function is used to compute
ml.
"periodic",
"infinite",
"zero". See details below for a list of available
boundary rules.
boundary="interval" only.
If
TRUE, then a preconditioning transform will be applied
to the the data.
The preconditioning transformation preserves the vanishing
moments property when the DWT is applied to polynomial signals.
See Cohen, Daubechies, and Vial (1993) for details.
"infinite"only:
degree of polynomial used for boundary extension.
boundary="infinite"only:
fraction of data used to fit a polynomial of degree
pdeg.
wavelet for details.
filter argument in
wave.filter for
details.
filter argument in
wave.filter for
details. When
analysis.filter is provided, then the default
synthesis.filter
is also
analysis.filter.
dwt for details.
cost.fun.
See
pcosts for details.
(0,2] giving the degree of the
lpnorm when
cost.fun is
"lp".
See
pcosts for details.
cost.fun is
"threshold" or
"sure".
See
pcosts for details.
(0,1) used to
compute the threshold for when
cost.fun is
"threshold".
See
pcosts for details.
"wpt", inheriting from the class
"crystal.vector" or
"crystal.list"
(when
boundary="infinite").
iwpt(x) performs the inverse transform from the
wpt object
x,
as the generic function
reconstruct does for
wpt objects.
If the argument
crystal.names is supplied,
then the wavelet packet transform is computed by first computing
a wavelet packet table,
and then subscripting the table.
See
wp.table for details.
See
dwt,
best.basis and
best.level for details
if the
basis argument is provided.
Wavelet packet transforms are discussed in the chapter
"Wavelet Packet Analysis of the
S+WAVELETS User's Manual.
The default optional arguments for
wavelet, n.levels, boundary, precondition,
pdeg, pfrac, dual
can be reset using function
wavelet.options.
See
wavelet.options for details.
Wickerhauser, M. V. (1994). Adapted Wavelet Analysis from Theory to Software. A. K. Peters Ltd, Wellesley, MA.
x <- make.signal("linchirp")
bbx <- wpt(x, basis="best.basis")
eda.plot(bbx)