Supplementary material for "Wavelet methods in Statistics with R"

Information on the book itself can be found on my Publications page.

All of the code and extra data sets that were used for producing the "Wavelet methods" book can be obtained by downloading the following file:

WaveletFiguresJul15.RData

After downloading you can read this information into R using the load function, e.g.

load("WaveletFiguresJul15.RData")

The functions figs.intro(), figs.wav(), figs.smo(), figs.relsmo(),figs.tsa(),figs.hf() WITH the argument all=TRUE in each case, will produce PostScript files containing all the figures in the book.

Note: the Haar-Fisz pictures require the loading of the haarfisz, EbayesThresh and DDHFm packages.

Text representation of functions to produce book figures

Below are links to files containing a textual representation of the functions used to produce the figures of the book. Many of these will run under WaveThresh straightaway. Some will require other objects and data to run properly. These extra objects can be obtained in the WaveletFigures.RData object mentioned above.

Figures from Chapter 1: Introduction: fintro.R
Figures from Chapter 2: Wavelets: fwav.R
Figures from Chapter 3: Wavelet Shrinkage: fsmo.R
Figures from Chapter 4: Related Wavelet Smoothing Techniques: frelsmo.R
Figures from Chapter 5: Multiscale Time Series Analysis: ftsa.R
Figures from Chapter 6: Multiscale Variance Stabilization: fhf.R

Guy Nason
4th August 2008.
Updated 5th Jan 2009 (Web link errors discovered December 2008. Kindly communicated by James Lu).
Updated 20th July 2015 (modified to take account of R and WaveThresh changes.)