rk {sowas}R Documentation

Reproducing Kernel of the Morlet Wavelet

Description

This funtion calculates the reproducing Kernel of the Morlet wavelet.

Usage

rk(N = 1000, s = 8, noctave = 5, nvoice = 10, w0 = 2*pi, plot = TRUE)

Arguments

N length of time series (dt set to one!)
s scale at which the r.k. is to be calculated
noctave number of octaves
nvoice number of voices per octave
w0 time/frequency resolution omega0
plot TRUE when grapical output desired

Details

This function calculates the reproducing kernel of the Morlet wavelet at a given scale, i.e. the internal correlations of the wavelet coefficients for white noise at this scale. These are responsible for the spurious patches in wavelet (cross) spectral analysis and are an intrinsic property of any time/frequency spectral analysis.

Value

Matrix of r.k. of dimension [N]x[nvoice*noctave+1]

Note

Author(s)

D. Maraun

References

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

See Also

cwt.ts

Examples

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[Package sowas version 0.93 Index]