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waveslim

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The R packages waveslim contains basic wavelet routines for time series (1D), image (2D) and array (3D) analysis. The code provided is based on wavelet methodology developed in

  • Percival and Walden (2000)
  • Gencay, Selcuk and Whitcher (2001)
  • the dual-tree complex wavelet transform (CWT) from Kingsbury (1999, 2001) as implemented by Selesnick, and
  • Hilbert wavelet pairs (Selesnick 2001, 2002)