Included are the files wav1.m, wav2.m, wavecoef.mat and readme.
wav2 function implements the tree structured wavelet transform of the input matrix, up to the given level of decomposition. Wav2 uses another function called wav1, which takes the well known wavelet transform of the given matrix. Daubechies wavelet coefficients are used for wavelet transform operation wahich is saved in wavcoeff.mat.
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/.
