[R] understanding DWT

Rogerio Porto rdporto1 at terra.com.br
Thu May 25 22:58:07 CEST 2006


Tom,

I'm not sure I understood your question but I'll try to give some direction.

Those lines just plot the wavelet coefficients in a manner adequatelly to
visualize their magnitude in their respective location in time and scale 
(frequency).
In this way, those lines are not there because of some boudary condition.

The shifts you told are related to the location in time of those 
coefficients.
The various locations varies accordingly to the scales because of the very
nature of wavelets which are shifted and dilated functions. Since the dwt
function uses a fast diadic algorithm, the locations are proportional to 
2^j,
whre j is a scale.

HTH,

Rogerio.

----- Original Message ----- 
From: "tom wright" <tom at maladmin.com>
To: "R-Stat Help" <R-help at stat.math.ethz.ch>
Sent: Thursday, May 25, 2006 1:02 PM
Subject: [R] understanding DWT


> Can someone please help me understand the examples given in the dwt
> function of the waveslim library
> library(waveslim)
> ?dwt
>
> I'm having a problem understanding these lines. I assume they are
> required because of how the algorythm deals with the signal bounderies.
> Am I correct in thinking that for wavelets of scale 1 and 2, the
> coefiecints need to be shifted by 2 places, for scale 3 and 4 shift by 3
> places, therefore for scales 5 and 6 do i require a 4 place shift,
> similarly for scales 7 and 8 a 5 place shift?
> ie more generally should the shift be ceiling(scale/2)+1
>
> Many thanks
> tom
>
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