Package: fastWavelets 2.0.0.9000

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

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>.

Authors:John Quilty [aut], John You [aut, cre]

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fastWavelets.pdf |fastWavelets.html
fastWavelets/json (API)
NEWS

# Install 'fastWavelets' in R:
install.packages('fastWavelets', repos = c('https://johnswyou.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/johnswyou/fastwavelets/issues

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

cpp

3.30 score 4 stars 3 scripts 198 downloads 11 exports 1 dependencies

Last updated 2 years agofrom:f5fd955f3f. Checks:12 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 31 2025
R-4.5-win-x86_64OKMar 31 2025
R-4.5-mac-x86_64OKMar 31 2025
R-4.5-mac-aarch64OKMar 31 2025
R-4.5-linux-x86_64OKMar 31 2025
R-4.4-win-x86_64OKMar 31 2025
R-4.4-mac-x86_64OKMar 31 2025
R-4.4-mac-aarch64OKMar 31 2025
R-4.4-linux-x86_64OKMar 31 2025
R-4.3-win-x86_64OKMar 31 2025
R-4.3-mac-x86_64OKMar 31 2025
R-4.3-mac-aarch64OKMar 31 2025

Exports:atrous_dwtcircular_convolutionequivalent_filtersmo_dwtmodwtmodwt_scaling_coefsmodwt_wavelet_coefsn_boundary_coefsperiodize_filterr_scaling_filterr_wavelet_filter

Dependencies:Rcpp