Wavelet Analysis

Download and Install

Install the devtools package if you haven’t already.

install.packages("devtools")

To install the development package, type the following at the R command line:

devtools::install_github("fabnavarro/rwavelet")
library(rwavelet)

To install the CRAN version of the package, type the following:

install.packages("rwavelet")

General features

1d, 2d and 3d MRA Forward/Inverse Wavelet Transforms Periodized Orthogonal (FWT_PO, IFWT_PO)
1d, 2d tensor Forward/Inverse Wavelet Transform Periodized Orthogonal (FTWT_PO, ITWT_PO)
1d, 2d Translation Invariant Forward/Inverse Wavelet Transform (FWT_TI, IWT_TI, also know as redundant wavelet transform, maximal overlap wavelet transform, undecimated wavelet transform or stationary wavelet transform)
Linear wavelet estimation/approximation (using 2 fold cross validation, CVLinear)
Non linear wavelet estimation/approximation (hard and soft thresholding, can be easily extended to other thresholding rules)
1d Wavelet Block Thresholding estimation/approximation
…

To obtain the complete list of package functions, simply type

help(package = "rwavelet")

Here is an example of denoising of an experimental nuclear magnetic resonance (NMR) spectrum. We start by loading the data:

data("RaphNMR")
Y <- RaphNMR
n <- length(Y)
t <- seq(0, 1, length = n)

Then we specify the coarse decomposition scale