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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, r-oldrel (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, TrendLSW
Reverse suggests: warbleR

Linking:

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

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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