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]