fredericoneves1 / dwt Goto Github PK

Email questions about the code to pfc <AT> stat.osu.edu

R routines for carrying out the Discrete Wavelet Transforms (DWT) and Maximum Overlap Discrete Wavelet Transforms (MODWT) for univariate time series. C code versions are included to speed up calculations, and are used by defauly.

The R package is contained in the dwt folder.

For Mac OS and Linux, make sure you have the C compilers installed. After installing the devtools R package type

devtools::install_github("dwt", user="petercraigmile", subdir="dwt") 

For windows, download the ZIP file releases folder. Then:

1. Open the R gui, by doubling clicking on the R icon.

2. Click on the Packages menu and select Install package(s) from local zip files.... Find the zip file and press Open.

3. Your R package will be installed.

After installation, type library(dwt) to use the R library.

1. The documentation for this R package needs more work.

D. B. Percival and A. T. Walden. Wavelet Methods for Time Series Analysis. Cambridge University Press, Cambridge, 2000.