wavethresh: Wavelets Statistics and Transforms

Performs 1, 2 and 3D real and complex-valued wavelet transforms, nondecimated transforms, wavelet packet transforms, nondecimated wavelet packet transforms, multiple wavelet transforms, complex-valued wavelet transforms, wavelet shrinkage for various kinds of data, locally stationary wavelet time series, nonstationary multiscale transfer function modeling, density estimation.

Version: 4.7.2
Depends: R (≥ 2.10), MASS
Published: 2022-11-16
Author: Guy Nason [aut, cre], Stuart Barber [ctb], Tim Downie [ctb], Piotr Frylewicz [ctb], Arne Kovac [ctb], Todd Ogden [ctb], Bernard Silverman [ctb]
Maintainer: Guy Nason <g.nason at imperial.ac.uk>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
In views: Finance, TimeSeries
CRAN checks: wavethresh results

Documentation:

Reference manual: wavethresh.pdf

Downloads:

Package source: wavethresh_4.7.2.tar.gz
Windows binaries: r-devel: wavethresh_4.7.2.zip, r-release: wavethresh_4.7.2.zip, r-oldrel: wavethresh_4.7.2.zip
macOS binaries: r-release (arm64): wavethresh_4.7.2.tgz, r-oldrel (arm64): wavethresh_4.7.2.tgz, r-release (x86_64): wavethresh_4.7.2.tgz
Old sources: wavethresh archive

Reverse dependencies:

Reverse depends: binhf, BootWPTOS, costat, CVThresh, deltaGseg, forecastLSW, haarfisz, locits, lpacf, LS2W, mvLSW, mvLSWimpute, waveband
Reverse imports: asus, BHMSMAfMRI, CONFESS, DDHFm, dLagM, EbayesThresh, grove, hwwntest, LSWPlib, rTensor2, shapeR
Reverse suggests: warbleR

Linking:

Please use the canonical form https://CRAN.R-project.org/package=wavethresh to link to this page.