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A series of .c and .m files which allow one to perform univariate and bivariate wavelet analysis of

  • 資源大小:38 K
  • 上傳時間: 2015-06-23
  • 上傳用戶:red2years
  • 資源積分:2 下載積分
  • 標      簽: univariate and bivariate analysis

資 源 簡 介

A series of .c and .m files which allow one to perform univariate and bivariate wavelet analysis of discrete time series. Noother wavelet package is necessary -- everything is contained in this archive. The C-code computes the DWT and maximal overlap DWT. MATLAB routines are then used to compute such quantities as the wavelet variance, covariance, correlation, cross-covariance and cross-correlation. Approximate confidence intervals are available for all quantities except the cross-covariance and cross-correlation. A set of commands is provided. For a description of this example, please see http://www.eurandom.tue.nl/whitcher/software/.

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