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