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I'm trying to compress data using wavelets and I wanted to do it with R. Could anyone tell me if there is such a tool?

Thanks in advance.

chl
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Bernardo Mendoza
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    http://www.rseek.org/?cx=010923144343702598753%3Aboaz1reyxd4&newwindow=1&q=wavelet&sa=Search+functions%2C+lists%2C+and+more&cof=FORID%3A11&siteurl=rseek.org%2F#956 – whuber Oct 28 '11 at 15:35

2 Answers2

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The first step would be a wavelet transform. See (e.g.) the wavelet package. Once you have your wavelet coefficients, you will need to decide which and how to thresh to achieve compression. Unlike, fourier transforms, using a low-pass filter, will not guarantee any optimality. You could use some arbitrary threshing on the coefficients by trial and error. Here is a reference to a popular approach motivated by hypothesis testing. You might also want to have a look at the wavethresh package for more approaches for threshing. The compression is achieved by storing only the non threshed coefficients. For reconstruction, use the inverse (discrete) wavelet transform.

JohnRos
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Not sure if this will be helpful, but a 2007 article in JSS introduces the waveD library for R.

http://www.jstatsoft.org/v21/i02

Jason Morgan
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