cns                package:wavethresh                R Documentation

_C_r_e_a_t_e _n_e_w _z_e_r_o_e_d _s_p_e_c_t_r_u_m.

_D_e_s_c_r_i_p_t_i_o_n:

     Part of a two-stage function suite designed to simulate locally
     stationary wavelet processes in conjunction with the LSWsim
     function.

_U_s_a_g_e:

     cns(n, filter.number=1, family="DaubExPhase")

_A_r_g_u_m_e_n_t_s:

       n: The length of the simulated process that you eventually want
          to produce. Must be a power of two (for this software).

filter.number: This selects the smoothness of wavelet that you want to
          use in the decomposition. By default this is 10, the
          Daubechies least-asymmetric orthonormal compactly supported
          wavelet with 10 vanishing moments. 

  family: specifies the family of wavelets that you want to use. The
          options are "DaubExPhase" and "DaubLeAsymm".

_D_e_t_a_i_l_s:

     This simple routine merely computes the time-ordered non-decimated
     wavelet transform of a zero vector of the same length as the
     eventual simulated series that you wish to produce. 

     If you look at this routine you will see that it is extremely
     simple. First, it checks to see whether the n that you supplied is
     a power of two. If it is then it creates a zero vector of that
     length. This is then non-decimated wavelet transformed with the
     appropriate wavelet. 

     The output can then be processed and then finally supplied to
     LSWsim for process simulation.

_V_a_l_u_e:

     An object of class: 'wd', and, in fact, of the non-decimated
     variety. All wavelet coefficients of this are zero.

_A_u_t_h_o_r(_s):

     Version 3.9 Copyright Guy Nason 2004

_S_e_e _A_l_s_o:

     'LSWsim', 'ewspec'

