Welcome to waveslim: Wavelet methods for 1/2/3D project!

Basic wavelet routines for the processing/analysis/inference of time series, images and 3D arrays. The code provided here is based on Percival and Walden (2000); Gencay, Selcuk and Whitcher (2001); Kingsbury (1999); and Selesnick (200?).

Welcome to the waveslim package. Originally written in S-plus in 1994 and ported to R in 2001, I have taken all the wavelet code I have accumulated over the years and created the waveslim R package. Subroutines to perform wavelet analysis using Hilbert wavelet pairs have also been included by porting Selesnick's Matlab implementation of the dual-tree complex wavelet transform (CWT). Major features include:

• Analysis of time series using the DWT, MODWT, DWPT and MODWPT.
• Analysis of images using the DWT, MODWT, DWPT and MODWPT.
• Analysis of three-dimensional arrays using the DWT and MODWT.
• Standard wavelet thresholding techniques.
• Wavelet analysis of covariance/correlation for bivariate time series.
• Testing for homogeneity of variance in long-memory processes.
• Wavelet-based ML estimation for long-memory and seasonal long-memory processes.
• Both standard (Donoho and Johnstone) and real data sets.
• The dual-tree complex wavelet transform (CWT).
• Time-varying spectral analysis using Hilbert wavelet pairs.

The project summary page may be found here.