14.1 Quantlib twave

You can use XploRe to become more familiar with wavelets. We load the twave library by entering the command

  library("twave")
on the XploRe command line. XploRe loads the twave quantlib and the interactive menu appears. Quantlib twave is an interactive introduction to wavelets consisting of a set of examples with explanations. The quantlib twave uses the library wavelet which was designed for advanced users who are already familiar with wavelets.

By choosing an item in the interactive menu you can learn more about the corresponding topic.


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Some choices in the menus are the same in all sections, e.g. the Print menu item. The common menus are described in the following subsections.


14.1.1 Change Basis


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If you are familiar with wavelets you will know that much more bases are available. To concentrate on the important problems with wavelet estimation we have restricted ourselves to three typical bases.


14.1.2 Change Function

In some lessons it is useful not just to study the example we provide as default, but also other functions. Try for example the lesson about data compression with the Doppler function. We offer the following functions:


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14.1.3 Change View

We provide four different views to the mother wavelet coefficients. Three of the four views are used in appropriate lessons so that they deliver a maximum of information.


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