wavethresh: Wavelets statistics and transforms

Performs 1, 2 and 3D real and complex-valued wavelet transforms, nondecimated transforms, wavelet packet transforms, nondecimated wavelet packet transforms, multiple wavelet transforms, complex-valued wavelet transforms, wavelet shrinkage for various kinds of data, locally stationary wavelet time series, nonstationary multiscale transfer function modeling, density estimation.

Version: 4.6.6
Depends: R (≥ 2.10), MASS
Published: 2013-10-21
Author: Guy Nason [aut, cre]
Maintainer: Guy Nason <G.P.Nason at bristol.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
In views: Finance, TimeSeries
CRAN checks: wavethresh results


Reference manual: wavethresh.pdf
Package source: wavethresh_4.6.6.tar.gz
MacOS X binary: wavethresh_4.6.6.tgz
Windows binary: wavethresh_4.6.6.zip
Old sources: wavethresh archive

Reverse dependencies:

Reverse depends: costat, CVThresh, haarfisz, locits, LS2W, treethresh, waveband
Reverse imports: refund
Reverse suggests: DDHFm, icaOcularCorrection
Reverse enhances: EbayesThresh