Skip to contents

Perform Wavelet Decomposition

Source: R/wavelet_decomposition.R
wavelet_decompose.Rd

Perform Wavelet Decomposition

Usage

wavelet_decompose(returns, n.levels = 4, wf = "la8")

Arguments

returns

Numeric vector of return data

n.levels

Number of wavelet decomposition levels (default: 4)

wf

Wavelet filter to use (default: "la8")

Value

List containing wavelet decomposition results

Examples

if (FALSE) { # \dontrun{
data <- rnorm(256)
wave <- wavelet_decompose(data, n.levels = 4)
} # }