The discrete wavelet transform in S

By Guy P. Nason, Bernard Walter Silverman. 1994

Abstract The theory of wavelets has recently undergone a period of rapid development. We introduce a software package called wavethresh that works within the statistical language S to perform one- and two-dimensional discrete wavelet transforms. The transforms and their inverses can be computed using any particular wavelet selected from a range of different families of wavelets. Pictures can be drawn of any of the one- or two-dimensional wavelets available in the package. The wavelet coefficients can be presented in a variety of ways to aid in the interpretation of data. The package's wavelet transform “engine” is written in C for speed and the object-oriented functionality of S makes wavethresh easy to use. We provide a tutorial introduction to wavelets and the wavethresh software. We also discuss how the software may be used to carry out nonlinear regression and image compression. In particular, thresholding of wavelet coefficients is a method for attempting to extract signal from noise and wavethresh i...

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

  1. Xu Tan
  2. Yanqing Liu
  3. Lei He
  4. Sheng Zhao
  5. Rui Xue
  6. D. Nychka
  7. Thomas C.M. Lee
  8. Christopher K. Wikle

Citations in the corpus