WaveThresh News

WaveThresh, version 4.5, is now available directly from CRAN (or install.packages() from within R itself). This is now the preferred method of using WaveThresh.

Note that when you install WaveThresh then you have to type:
library("wavethresh")
to make it work (ie all lower case).

You might be interested in learning WaveThresh in conjunction with the new Springer book Wavelet methods in Statistics with R

If you use WaveThresh, or my book, please do remember to reference it!

Guy Nason
15th March 2010.

Supplementary material for the book

Guy Nason
4th August 2008.

Book Errata

Line -9 on page 20.

A (9*9=)81 is missing. The total should be 300.

Line -7 on page 29.

Delete word "defined".

Section title 2.2.3.

Replace "from-finer scale" by "from finer-scale".

Line 6 on page 33.

Delete word "defined"

Line -3 on page 44

"two" should be "three" (i.e. three vanishing moments)

Formula (2.91) and (2.42)

The formula for the wavelet coefficients are different by a factor of -1. This makes no material difference (If \psi(x) is a wavelet then \psi(-x) is one too). Indeed, the explanation prior to (2.91) makes it clear that it is a generalization and hence need not be exactly the same!

Negative line references mean "lines up from bottom". Many thanks to those who pointed these out.