\HeaderA{make.dwwt}{Compute diagonal of the matrix WW^T}{make.dwwt}
\keyword{manip}{make.dwwt}
\begin{Description}\relax
Computes the values which specify the covariance structure of complex-valued wavelet coefficients.
\end{Description}
\begin{Usage}
\begin{verbatim}
Computes the values which specify the covariance structure of complex-valued wavelet coefficients. 
\end{verbatim}
\end{Usage}
\begin{Arguments}
\begin{ldescription}
\item[\code{nlevels}] The number of levels of the wavelet decomposition.
\item[\code{filter.number, family}] Specifies the wavelet used; see filter.select for more details.
\end{ldescription}
\end{Arguments}
\begin{Details}\relax
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)
\end{Details}
\begin{Value}
A vector giving the diagonal elements of WW^T.
\end{Value}
\begin{Section}{RELEASE}
Part of the CThresh addon to WaveThresh. Copyright Stuart Barber and Guy Nason 2004.
\end{Section}
\begin{SeeAlso}\relax
\code{\LinkA{cthresh}{cthresh}}
\end{SeeAlso}

