wvmoments {wavethresh} | R Documentation |
Numerically compute moments of wavelets or scaling function
wvmoments(filter.number = 10, family = "DaubLeAsymm", moment = 0, scaling.function = FALSE)
filter.number |
The smoothness of wavelet or scaling function to
compute moments for, see filter.select |
family |
The wavelet family to use, see filter.select |
moment |
The moment to compute |
scaling.function |
If FALSE then a wavelet is used in the
moment calculation, alternatively if TRUE the associated
scaling function is used. |
Given a wavelet psi(x) this function computes the mth moment int x^m psi(x) dx.
Note that for low order moments the integration function often fails for the usual numerical reasons (this never happened in S!). It might be that fiddling with the tolerances will improve this situation.
An object of class integrate
containing the integral and other
pieces of interesting information about the moments calculation.
G P Nason
wvmoments(filter.number=5, family="DaubExPhase", moment=5) #-1.317600 with absolute error < 7.5e-05