cwt.ts {sowas}R Documentation

Continuous Wavelet transformation of time series object

Description

This function calculates the continuous Wavelet transformation of a time series object using the Morlet Wavelet.

Usage

cwt.ts(ts, s0, noctave = 5, nvoice = 10, w0 = 2*pi)

Arguments

ts time series object to be transformed
s0 lowest calculated scale in units of the time series
noctave number of octaves
nvoice number of voices per octave
w0 time/frequency resolution omega0

Details

This function calls the function cwt of the Rwave package by Rene Carmona et al. and normalizes the resulting voices by sqrt(scale).

Value

A matrix containing the (in general complex) Wavelet coefficients of dimension [length(intersection of ts1 and ts2)]x[nvoice*noctave+1]

Note

Author(s)

D. Maraun

References

D. Maraun and J. Kurths, Nonlin. Proc. Geophys. 11: 505-514, 2004

See Also

wsp, wcs, wco

Examples

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[Package sowas version 0.93 Index]