Functions for Computing Wavelet Filters, Wavelet Transforms and Multiresolution Analyses

Contains functions for computing and plotting discrete wavelet transforms (DWT) and maximal overlap discrete wavelet transforms (MODWT), as well as their inverses. Additionally, it contains functionality for computing and plotting wavelet transform filters that are used in the above decompositions as well as multiresolution analyses.


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Reference manual

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install.packages("wavelets")

0.3-0.1 by Eric Aldrich, 6 months ago


Browse source code at https://github.com/cran/wavelets


Authors: Eric Aldrich <[email protected]>


Documentation:   PDF Manual  


Task views: Empirical Finance, Time Series Analysis


GPL (>= 2) license


Depends on methods


Imported by TSPred, TSrepr, WaveletANN, WaveletArima.

Suggested by fractaldim, mlr.


See at CRAN