X-Git-Url: https://git.auder.net/?p=epclust.git;a=blobdiff_plain;f=temp%2Fwave.m;fp=temp%2Fwave.m;h=ce4f1f0ab7944a839050436b78be2a87cbef1ddd;hp=0000000000000000000000000000000000000000;hb=e906736ea27105237e84c904dce6170353726292;hpb=57f337af19cd6251815bb1ff2d62f4c58e8b6078

diff --git a/temp/wave.m b/temp/wave.m
new file mode 100644
index 0000000..ce4f1f0
--- /dev/null
+++ b/temp/wave.m
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+t = 1:128
+
+n=length(t);
+
+%----------default arguments for the wavelet transform-----------
+Args=struct('Pad',1,...      % pad the time series with zeroes (recommended)
+            'Dj',1/12, ...    % this will do 12 sub-octaves per octave
+            'S0',2*dt,...    % this says start at a scale of 2 years
+            'J1',[],...
+            'Mother','Morlet', ...
+            'MaxScale',[],...   %a more simple way to specify J1
+
+J1 = noctave * nvoice - 1
+
+nx=size(x,1);
+ny=size(y,1);
+
+[X,period,scale] = wavelet(x,Args.Dj,Args.S0,Args.J1);
+[Y,period,scale] = wavelet(y,Args.Dj,Args.S0,Args.J1);
+
+
+
+
+
+## pad with 0 ?
+## compare Rwave and biwavelets
+x = runif(128) #runif(100)
+w1 = wt(cbind(1:128,x), pad = TRUE, dt = NULL, do.sig=FALSE, dj=1/12, J1=51)
+w2 = Rwave::cwt(x, 13, 4, w0=2*pi, twoD=TRUE, plot=FALSE)
+
+
+
+
+
+
+
+
+%Smooth X and Y before truncating!  (minimize coi)
+sinv=1./(scale');
+sX=smoothwavelet(sinv(:,ones(1,nx)).*(abs(X).^2),dt,period,Args.Dj,scale);
+sY=smoothwavelet(sinv(:,ones(1,ny)).*(abs(Y).^2),dt,period,Args.Dj,scale);
+
+% -------- Cross wavelet -------
+Wxy=X.*conj(Y);
+
+% ----------------------- Wavelet coherence ---------------------------------
+sWxy=smoothwavelet(sinv(:,ones(1,n)).*Wxy,dt,period,Args.Dj,scale);
+
+%%%%%% SMOOTHWAVELET
+n=size(wave,2);
+
+%swave=zeros(size(wave));
+twave=zeros(size(wave));
+
+%zero-pad to power of 2... Speeds up fft calcs if n is large
+npad=2.^ceil(log2(n));
+
+k = 1:fix(npad/2);
+k = k.*((2.*pi)/npad);
+k = [0., k, -k(fix((npad-1)/2):-1:1)];
+
+k2=k.^2;
+snorm=scale./dt;
+for ii=1:size(wave,1)
+    F=exp(-.5*(snorm(ii)^2)*k2); %Thanks to Bing Si for finding a bug here.
+    smooth=ifft(F.*fft(wave(ii,:),npad));
+    twave(ii,:)=smooth(1:n);
+end
+
+if isreal(wave)
+    twave=real(twave); %-------hack-----------
+end
+
+%scale smoothing (boxcar with width of .6)
+
+%
+% TODO: optimize. Because this is done many times in the monte carlo run.
+%
+
+
+dj0=0.6;
+dj0steps=dj0/(dj*2);
+% for ii=1:size(twave,1)
+%     number=0;
+%     for l=1:size(twave,1);
+%         if ((abs(ii-l)+.5)<=dj0steps)
+%             number=number+1;
+%             swave(ii,:)=swave(ii,:)+twave(l,:);
+%         elseif ((abs(ii-l)+.5)<=(dj0steps+1))
+%             fraction=mod(dj0steps,1);
+%             number=number+fraction;
+%             swave(ii,:)=swave(ii,:)+twave(l,:)*fraction;
+%         end
+%     end
+%     swave(ii,:)=swave(ii,:)/number;
+% end
+
+kernel=[mod(dj0steps,1); ones(2 * round(dj0steps)-1,1); ...
+   mod(dj0steps,1)]./(2*round(dj0steps)-1+2*mod(dj0steps,1));
+swave=conv2(twave,kernel,'same'); %thanks for optimization by Uwe Graichen
+
+
+
+
+
+
+
+
+Rsq=abs(sWxy).^2./(sX.*sY);
+return Rsq
+
+%varargout={Rsq,period,scale,coi,wtcsig,t};
+%varargout=varargout(1:nargout);