wavethresh: Wavelets statistics and transforms

Performs 1, 2 and 3D 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: 4.5
Depends: R (≥ 2.0), MASS
Published: 2010-03-15
Author: Guy Nason
Maintainer: Guy Nason <G.P.Nason at bristol.ac.uk>
License: GPL-2
In views: Finance, TimeSeries
CRAN checks: wavethresh results

Downloads:

Package source: wavethresh_4.5.tar.gz
MacOS X binary: wavethresh_4.5.tgz
Windows binary: wavethresh_4.5.zip
Reference manual: wavethresh.pdf
Old sources: wavethresh archive

Reverse dependencies:

Reverse depends: binhf, costat, cthresh, curvclust, CVThresh, haarfisz, LS2W, treethresh, waveband
Reverse suggests: DDHFm
Reverse enhances: EbayesThresh