Return the wavelet transform of a complex time series in a given window. The transform takes a complex time series (t, x) at time time and frequency freq, then applies a windowing function to it; the default is cubicwgt, however by providing a function handle for the optional variable window, the user may select their own function; to determine the radius of the interval around the time selected, set winradius to some value other than 1.
This transform operates identically to the transform at the heart of lscomplexwavelet, however for one window only.
See also: lscorrcoeff, lscomplexwavelet, lsrealwavelet.
The following code
## Generates the wavelet transform coefficient for time 0.5 and circ. freq. 0.9, for row & column vectors. x = 1:10; y = sin (x); xt = x'; yt = y'; a = lswaveletcoeff (x, y, 0.5, 0.9) b = lswaveletcoeff (xt, yt, 0.5, 0.9)
Produces the following output
a = 0.4074 + 0.2828i b = 0.4074 + 0.2828i
Package: lssa