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A lightweight package to compute Maximal Overlap Discrete Wavelet Transform (MODWT) and À Trous Discrete Wavelet Transform by leveraging the power of 'Rcpp' to make these operations fast. This package was designed for use in forecasting, and allows users avoid the inclusion of future data when performing wavelet decomposition of time series. See Quilty and Adamowski (2018) <doi:10.1016/j.jhydrol.2018.05.003>.
Version: | 1.0.1 |
Imports: | Rcpp |
LinkingTo: | Rcpp |
Published: | 2022-11-18 |
DOI: | 10.32614/CRAN.package.fastWavelets |
Author: | John Quilty [aut], John You [aut, cre] |
Maintainer: | John You <johnswyou at gmail.com> |
BugReports: | https://github.com/johnswyou/fastWavelets/issues |
License: | MIT + file LICENSE |
URL: | https://github.com/johnswyou/fastWavelets |
NeedsCompilation: | yes |
Materials: | README NEWS |
CRAN checks: | fastWavelets results |
Reference manual: | fastWavelets.pdf |
Package source: | fastWavelets_1.0.1.tar.gz |
Windows binaries: | r-devel: fastWavelets_1.0.1.zip, r-release: fastWavelets_1.0.1.zip, r-oldrel: fastWavelets_1.0.1.zip |
macOS binaries: | r-release (arm64): fastWavelets_1.0.1.tgz, r-oldrel (arm64): fastWavelets_1.0.1.tgz, r-release (x86_64): fastWavelets_1.0.1.tgz, r-oldrel (x86_64): fastWavelets_1.0.1.tgz |
Old sources: | fastWavelets archive |
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