CRAN/E | fastWavelets

fastWavelets

Compute Maximal Overlap Discrete Wavelet Transform (MODWT) and À Trous Discrete Wavelet Transform

Installation

About

A lightweight package to compute Maximal Overlap Discrete Wavelet Transform (MODWT) and À Trous Discrete Wavelet Transform by leveraging the power of 'Rcpp' to make these operations fast. This package was designed for use in forecasting, and allows users avoid the inclusion of future data when performing wavelet decomposition of time series. See Quilty and Adamowski (2018) doi:10.1016/j.jhydrol.2018.05.003.

github.com/johnswyou/fastWavelets
Bug report File report

Key Metrics

Version 1.0.1
Published 2022-11-18 666 days ago
Needs compilation? yes
License MIT
License File
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Maintainer

Maintainer

John You

Authors

John Quilty

aut

John You

aut / cre

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

fastWavelets archive

Imports

Rcpp

LinkingTo

Rcpp