make.dwwt {cthresh}R Documentation

Compute diagonal of the matrix WW^T

Description

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

Usage

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

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)

Value

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


[Package cthresh version 4.0-2 Index]