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filter.select {cthresh}

Provide wavelet filter coefficients.
Package: 
cthresh
Version: 
4.5

Description

This function stores the filter coefficients necessary for doing a discrete wavelet transform (and its inverse).

Note that this is the updated version supplied with the cthresh add-on package to WaveThresh; this version adds the Lina-Mayrand family complex-valued of Daubechies wavelets to the range of wavelets already used in WaveThresh.

Usage

filter.select(filter.number, family="DaubLeAsymm", constant=1)

Arguments

filter.number
This selects the desired filter. For real-valued wavelets, this is an integer that takes a value dependent upon the family that you select. For the complex-valued wavelets in the Lina-Mayrand family, the filter number takes the form x.y where x is the number of vanishing moments (3, 4, or 5) and y is the solution number (1 for x = 3 or 4 vanishing moments; 1, 2, 3, or 4 for x = 5 vanishing moments).
family
This selects the basic family that the wavelet comes from. The choices are DaubExPhase for Daubechies' extremal phase wavelets, DaubLeAsymm for Daubechies' “least-asymmetric” wavelets, Lawton for Lawton's complex-valued wavelets (equivalent to Lina-Mayrand 3.1 wavelets), LittlewoodPaley for a bad approximation to Littlewood-Paley wavelets, or LinaMayrand for the Lina-Mayrand family of complex-valued Daubechies' wavelets.
constant
This constant is applied as a multiplier to all the coefficients. It can be a vector, and so you can adapt the filter coefficients to be whatever you want. (This is feature of negative utility, or “there is less to this than meets the eye” as my old PhD supervisor would say [GPN]).

Details

This function contains at least three types of filter. Two types can be selected with family set to DaubExPhase, these wavelets are the Haar wavelet (selected by filter.number=1 within this family) and Daubechies “extremal phase” wavelets selected by filter.numbers ranging from 2 to 10). Setting family to DaubLeAsymm gives you Daubechies least asymmetric wavelets, but here the filter number ranges from 4 to 10. For Daubechies wavelets, filter.number corresponds to the N of that paper, the wavelets become more regular as the filter.number increases, but they are all of compact support.

With family equal to “LinaMayrand”, the function returns complex-valued Daubechies wavelets. For odd numbers of vanishing moments, there are symmetric complex-valued wavelets i this family, and for five or more vanishing moments there are multiple distinct complex-valued wavelets, distinguished by their (arbitrary) solution number. At present, Lina-Mayrand wavelets 3.1, 4.1, 5.1, 5.2, 5.3, and 5.4 are available in WaveThresh.

Setting family equal to “Lawton” chooses complex-valued wavelets. The only wavelet available is the one with “filter.number” equal to 3 -- equivalent to the Lina-Mayrand 3.1 wavelet.

The function compare.filters can be used to compare two filters.

Values

A list is returned with four components describing the filter:

H
A vector containing the filter coefficients.
G
A vector containing filter coefficients (if Lawton or Lina-Mayrand wavelets are selected, otherwise this is NULL).
name
A character string containing the name of the filter.
family
A character string containing the family of the filter.
filter.number
The filter number used to select the filter from within a family.

RESEASE

Version 3.5.3 Copyright Guy Nason 1994. This version updated as part of the CThresh addon to WaveThresh in 2004.TEXT

Note

The (Daubechies) filter coefficients should always sum to sqrt(2). This is a useful check on their validity.

Examples

#This function is usually called by others. However, on occasion you may wish to look at the coefficients themselves. 
#
# look at the filter coefficients for N=4 (by default Daubechies'
# least-asymmetric wavelets.)
#
filter.select(4)
#$H:
#[1] -0.07576571 -0.02963553  0.49761867  0.80373875  0.29785780
#[6] -0.09921954 -0.01260397  0.03222310
#
#$G:
#NULL
#
#$name:
#[1] "Daub cmpct on least asymm N=4"
#
#$family:
#[1] "DaubLeAsymm"
#
#$filter.number:
#[1] 4
#
#

Author(s)

Stuart Barber and Guy Nason

Documentation reproduced from package cthresh, version 4.5. License: GPL-2