dwt.matrix(wavelet="d4", n=NULL, boundary="periodic", n.levels=1,
mix=F, dual=F)
"d4", "s8".
See
dwt for a list of all available wavelet names.
boundary
rule and the length of the filter.
"periodic",
"infinite",
"zero". See
dwt for a complete list of available
boundary rules.
boundary="periodic",
n.levels can be an integer greater than or equal to
1.
For all other boundary rules, only
n.levels=1 is allowed.
FALSE, the filters are not mixed.
FALSE.
The DWT matrix is orthogonal when
boundary="periodic" or
"interval"
with
precondition=F.
Coefficients obtained by
dwt can be obtained by direct multiplication of
the DWT matrix and the data, see example below.
n <- 48 xx <- rnorm(n) ww <- dwt(xx, wavelet="s8", n.levels=3) mm <- dwt.matrix(wavelet="s8", n, n.levels=3) yy <- mm%*%xx vecnorm(ww-yy) # < .Machine$single.eps