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'

