make.dwwt              package:cthresh              R Documentation

_C_o_m_p_u_t_e _d_i_a_g_o_n_a_l _o_f _t_h_e _m_a_t_r_i_x _W_W^_T

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

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

_A_r_g_u_m_e_n_t_s:

 nlevels: The number of levels of the wavelet decomposition.

filter.number, family: Specifies the wavelet used; see filter.select
          for more details.

_D_e_t_a_i_l_s:

     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)

_V_a_l_u_e:

     A vector giving the diagonal elements of WW^T.

_R_E_L_E_A_S_E:

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

_S_e_e _A_l_s_o:

     'cthresh'

