/** The inverse maximum overlap discrete wavelet transform (IMODWT).
* @source RS\_wav\_modw.c
* @author Copyright (c), 1988, 2006 Insightful Corp. All rights reserved.
* @usage #itCall( "RS_wavelets_transform_maximum_overlap_inverse", modwt, filters, level, node, xformtype))#
* @return An R ... containing ...
* @param modwt Pointer to an R object containing ... modwt
* @param filters Pointer to an R object containing ... filters
* @see wavuniv_filters_daubechies
* @see wavuniv_transform_maximum_overlap
* @see wavuniv_transform_maximum_overlap_packet
* @see wavuniv_transform_packet_detail
*/
EXTERN_R SEXP RS_wavelets_transform_maximum_overlap_inverse(
SEXP pr_modwt,
SEXP pr_filters )
{
SEXP pr_ret_result;
mat_set filters;
mat_set modwt;
mutil_errcode err;
univ_mat result;
void *VPNULL = NULL;
memlist list;
/* Avoid lint warning */
(void) whatssi;
/* initialize memory list */
MEMLIST_INIT( list );
/* Conversion of input data ... */
/* ... pr_modwt to modwt */
READ_MATSET_REGISTER( pr_modwt, MUTIL_DOUBLE, &modwt );
/* ... pr_filters to filters */
READ_MATSET_REGISTER( pr_filters, MUTIL_DOUBLE, &filters );
/* Call the function */
err = wavuniv_transform_maximum_overlap_inverse(
&modwt,
&filters,
VPNULL,
&result );
CONVERT_MATRIX_AND_RETURN( wavuniv_transform_maximum_overlap_inverse, &result, &pr_ret_result );
}
/** The continuous wavelet transform.
* @source RS\_wav\_xform.c
* @author Copyright (c), 1988, 2006 Insightful Corp. All rights reserved.
* @usage #itCall( "RS_wavelets_transform_continuous_wavelet", time.series, sampling.interval, filter.type, filter.arg, scale))#
* @return An R ... containing ...
* @param time.series Pointer to an R object containing ... time.series
* @param sampling.interval Pointer to an R object containing ... sampling.interval
* @param filter.type Pointer to an R object containing ... filter.type
* @param filter.arg Pointer to an R object containing ... filter.arg
* @param scale Pointer to an R object containing ... scale
* @see _wav_filter_type
* @see wavuniv_filters_continuous
*/
EXTERN_R SEXP RS_wavelets_transform_continuous_wavelet(
SEXP pr_time_series,
SEXP pr_sampling_interval,
SEXP pr_filter_type,
SEXP pr_filter_arg,
SEXP pr_scale )
{
SEXP pr_ret_result;
double filter_arg;
double sampling_interval;
mutil_data_type type;
mutil_errcode err;
univ_mat result;
univ_mat scale;
univ_mat time_series;
void *VPNULL = NULL;
wav_filter_type filter_type;
memlist list;
/* Avoid lint warning */
(void) whatssi;
/* initialize memory list */
MEMLIST_INIT( list );
/* Conversion of input data ... */
/* ... pr_time_series to time_series */
READ_MATRIX_REGISTER( pr_time_series, &time_series );
/* ... pr_sampling_interval to sampling_interval */
DOUBLE_FROM_R( pr_sampling_interval, &sampling_interval );
MEMLIST_FREE_ON_ERROR_SPLUS( err, &list, "Unable to convert double type argument pr_sampling_interval to sampling_interval" );
/* ... pr_filter_type to filter_type */
WAV_FILTER_TYPE_FROM_R( pr_filter_type, &filter_type );
MEMLIST_FREE_ON_ERROR_SPLUS( err, &list, "Unable to convert wav_filter_type type argument pr_filter_type to filter_type" );
/* ... pr_filter_arg to filter_arg */
DOUBLE_FROM_R( pr_filter_arg, &filter_arg );
MEMLIST_FREE_ON_ERROR_SPLUS( err, &list, "Unable to convert double type argument pr_filter_arg to filter_arg" );
/* ... pr_scale to scale */
READ_MATRIX_REGISTER( pr_scale, &scale );
/* Call the function */
err = wavuniv_transform_continuous_wavelet(
&time_series,
sampling_interval,
filter_type,
filter_arg,
&scale,
VPNULL,
&result );
CONVERT_MATRIX_AND_RETURN( wavuniv_transform_continuous_wavelet, &result, &pr_ret_result );
}
/** One-sided autocovariance.
* @source R\_mth\_var.c
* @author Copyright (c), 1988, 2006 Insightful Corp. All rights reserved.
* @usage #.Call( "RS_math_acvs", time.series, biased, recenter))#
* @return An R ... containing ...
* @param time.series Pointer to an R object containing ... time.series
* @param biased Pointer to an R object containing ... biased
* @param recenter Pointer to an R object containing ... recenter
* @see fra_spectral_density_function_direct
*/
EXTERN_R SEXP RS_math_acvs(
SEXP pr_time_series,
SEXP pr_biased,
SEXP pr_recenter )
{
SEXP pr_ret_result;
boolean biased;
boolean recenter;
mutil_data_type type;
mutil_errcode err;
univ_mat result;
univ_mat time_series;
void *VPNULL = NULL;
memlist list;
/* Avoid lint warning */
(void) whatssi;
/* initialize memory list */
MEMLIST_INIT( list );
/* Conversion of input data ... */
/* ... pr_time_series to time_series */
READ_MATRIX_REGISTER( pr_time_series, &time_series );
/* ... pr_biased to biased */
BOOLEAN_FROM_R( pr_biased, &biased );
/* ... pr_recenter to recenter */
BOOLEAN_FROM_R( pr_recenter, &recenter );
/* Call the function */
err = mthuniv_acvs(
&time_series,
biased,
recenter,
VPNULL,
&result );
CONVERT_MATRIX_AND_RETURN( mthuniv_acvs, &result, &pr_ret_result );
}
/** Find the whitest set of DWPT crystals.
* @source RS\_wav\_boot.c
* @author Copyright (c), 1988, 2006 Insightful Corp. All rights reserved.
* @usage #.Call( "RS_wavelets_transform_packet_whitest", dwpt, significance, white.noise.test))#
* @return An R ... containing ...
* @param dwpt Pointer to an R object containing ... dwpt
* @param significance Pointer to an R object containing ... significance
* @param white.noise.test Pointer to an R object containing ... white.noise.test
* @see _wav_white_test
* @see wavuniv_bootstrap
* @see wavuniv_transform_packet
* @see wavuniv_transform_packet_inverse
*/
EXTERN_R SEXP RS_wavelets_transform_packet_whitest(
SEXP pr_dwpt,
SEXP pr_significance,
SEXP pr_white_noise_test )
{
SEXP pr_ret_result;
double significance;
mat_set dwpt;
mutil_errcode err;
univ_mat result;
void *VPNULL = NULL;
wav_white_test white_noise_test;
memlist list;
/* Avoid lint warning */
(void) whatssi;
/* initialize memory list */
MEMLIST_INIT( list );
/* Conversion of input data ... */
/* ... pr_dwpt to dwpt */
READ_MATSET_REGISTER( pr_dwpt, MUTIL_DOUBLE, &dwpt );
/* ... pr_significance to significance */
DOUBLE_FROM_R( pr_significance, &significance );
/* ... pr_white_noise_test to white_noise_test */
err = wav_white_test_from_R( pr_white_noise_test, &white_noise_test );
CHECK_CONVERSION( wav_white_test, pr_white_noise_test, &white_noise_test );
/* Call the function */
err = wavuniv_transform_packet_whitest(
&dwpt,
significance,
white_noise_test,
VPNULL,
&result );
CONVERT_MATRIX_AND_RETURN( wavuniv_transform_packet_whitest, &result, &pr_ret_result );
}
