Wavelet Filter Matrix

DESCRIPTION:

Creates a wavelet filter matrix.

USAGE:

wave.filter.matrix(wavelet="d4", nl=1, nh=1, mix=F, dual=F, even=T, 
                   filter.reverse=F) 

OPTIONAL ARGUMENTS:

wavelet
a character string giving the name of the wavelet, e.g. "d4", "s8". See details below for a list of available wavelets.
nl
number of rows for the low-pass filter.
nh
number of rows for the high-pass filter.
mix
logical flag indicating if low-pass filter and high-pass filter are mixed.
dual
logical flag indicating if dual filter matrix is requested.
even
logical flag indicating if an extra zero should be added when the original filter length is odd. For biorthogonal wavelets only.
filter.reverse
logical flag indicating should wavelet filters be reversed.

VALUE:

(nl+nh) by (2*max(nl, nh)+m-2) matrix, where m is the maximum length of the low-pass and the high-pass filters (the lengths are usually different for biorthogonal wavelets).

DETAILS:

This function is called by dwt.matrix. The output of wave.filter.matrix is multiplied with an appropriate boundary matrix to obtain the wavelet transform matrix. Available orthogonal wavelet filters are:

coiflet:
"c6", c12", "c18", "c24", "c30"

;

daublet:
"d2", "d4", "d6", "d8", "d10", "d12", "d14", "d16", "d18", "d20";
symmlet:
"s4", "s6", "s8", "s10", "s12", "s14", "s16", "s18", "s20".

Available biorthogonal wavelet filters are:
bspline:
"bs1.1", "bs1.3", "bs1.5", "bs2.2", "bs2.4", "bs2.6", "bs2.8"

, "bs3.1", "bs3.3", "bs3.5", "bs3.7", "bs3.9" ;

vspline:
"vs1", "vs2", "vs3".

SEE ALSO:

, , , .