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.

Basic Wavelet Routines for One-, Two-, and Three-Dimensional
Signal Processing

package-ubuntu-20.04-r-4.0.5#cran#waveslim-1.8.2

Monthly U.S. consumer price index from 1948:1 to 1999:12.

A vector containing 624 observations.

Gencay, R., F. Selcuk and B. Whitcher (2001)
An Introduction to Wavelets and Other Filtering Methods in
Finance and Economics,
Academic Press.

package-ubuntu-20.04-r-4.0.5#cran#waveslim-1.8.2#docs#cpi

cpi

Description

Usage

Format

Source

References

waveslim

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