reconstruct {wmtsa} | R Documentation |
Inverts a discrete wavelet transform, mapping the data back into the time domain.
reconstruct(x, ...)
x |
an object of class |
... |
optional arguments passed directly to the reconstruction function. |
a numeric vector containing the result.
D. B. Percival and A. T. Walden, Wavelet Methods for Time Series Analysis, Cambridge University Press, 2000.
I. Daubechies, Orthonormal Bases of Compactly Supported Wavelets, Communications on Pure and, Applied Mathematics, 41, 909–96.
## create a random series, calculate a forward ## transform, then invert x <- rnorm(1024) x.dwt <- reconstruct(wavDWT(x)) x.modwt <- reconstruct(wavMODWT(x)) all(c(vecnorm(x.dwt-x), vecnorm(x.modwt-x)) < .Machine$single.eps)