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

  • 资源大小:38 K
  • 上传时间: 2015-06-23
  • 上传用户:red2years
  • 资源积分:2 下载积分
  • 标      签: univariate and bivariate analysis

资 源 简 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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