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make.dwwt {cthresh}

Compute diagonal of the matrix WWT
Package: 
cthresh
Version: 
4.5

Description

Computes the values which specify the covariance structure of complex-valued wavelet coefficients.

Usage

make.dwwt(nlevels, filter.number = 3.1, family = "LinaMayrand")

Arguments

nlevels
The number of levels of the wavelet decomposition.
filter.number, family
Specifies the wavelet used; see filter.select for more details.

Details

If real-valued signals are decomposed by a discrete wavelet transform using a complex-valued Daubechies wavelet (as described by Lina & Mayrand (1995)), the resulting coefficients are complex-valued. The covariance structure of these coefficients are determined by the diagonal entries of the matrix WW^T. This function computes these values for use in shrinkage. For more details, see Barber & Nason (2004)

Values

A vector giving the diagonal elements of WW^T.

RELEASE

Part of the CThresh addon to WaveThresh. Copyright Stuart Barber and Guy Nason 2004.

See Also

cthresh

Author(s)

Stuart Barber

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