[R] Morlet wavelet analysis

[Matthew Albrecht]

Irina Foss wrote:
> Dear,
> 
> I am using "cwt "function from Rwave package to perform Morlet wavelet analysis.
> d1<-ts(d1deltat=1,start=c(1960,1))
>  library(Rwave)
> D1-cwt(d1,noctave=8,nvoice=1)
> 
> After I did Morlet wavelet analysis by using function "wavelet" from dplR package.
> 
>  library(dplR)
> 
> D2<-wavelet(d1,Dt=1)
> 
> But the wavelets from two tests are very different. What is the reason??

Try

D2<-wavelet(d1, 1, s0=2, dj=1, J=7, siglvl=0.95)
plot(abs(D1))
plot(abs(D2$wave))

This at least gives the shape of the other one for each frequency
analysed, but unfortunately the magnitudes are different.
Differences are probably due to the energy normalisation constants and
the size of the gaussian envelope. You'll have to look at the code to
find out.

I have a Morlet Wavelet script in Scilab if you're interested in
checking that out. I wrote it so that I could customise everything I was
interested in easily and as a learning process.

Matt Albrecht