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Author: Cove Sturtevant

wmtsa-matlab-0.2.6/wmtsa/ChangeLog

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+To Install WMTSA Wavelet Toolbox for MATLAB
+-------------------------------------------
+
+The archive package has subdirectories containing:
+
+    * WMTSA MATLAB toolbox root (./wmtsa)
+    * examples (./wmtsa/Examples)
+    * documentation (./wmtsa/doc)
+    * MUnit MATLAB toolbox (./munit/)
+    * Units tests (./wmtsa/Tools)
+
+To install the toolbox:
+
+   1. Download archive wmtsa-matlab-X.X.X.tar.gz or wmtsa-matlab-X.X.X.zip and move to location for unpacking: 
+      e.g. /tmp on UNIX/Linux, Desktop on Windows or MacOS X.
+   2. Unpack the archive to <unpack_directory>
+          * UNIX/Linux:  cd <unpack_directory>; gzip -d -c wmtsa-matlab-X.X.X.tar.gz | tar -xvf -
+          * WINDOWS:  Use WinZip or other utility to unzip wmtsa-matlab-X.X.X.tar.gz.
+          * MacOS X:  If enabled, Stuffit utility should automatically open and unpack the archive 
+            wmtsa-matlab-X.X.X.tar.gz  on the Desktop or other default location.
+          * Note: This will create a folder named 'wmtsa' and unpack ith archive in the same folder 
+            as the archive..
+   3. Copy the unpacked wmtsa toolbox subdirectories to the preferred toolbox installation location <installation_directory>.
+          * The subdirectories under wmtsa-matlab-X.X.X contains two directories, wmtsa and munit, 
+            that need to be copied to the the preferred toolbox directory.
+          * For a personal installation, install into ~/matlab/toolbox directory.
+                o Create personal matlab and toolbox diretories, if neccessary.
+                o mkdir ~/matlab
+                o mkdir ~/matlab/toolbox
+          * The toolboxes may be installed in locations elsewhere. Follow these installation 
+            instructions but install toolboxes to <installation_directory> , instead of ~/matlab/toolbox.  
+            For additional details on alternative or site installation, consult MATLAB documentation and your sys admin.
+          * UNIX/Linux
+                o cd <unpack_directory>
+                o cd wmtsa/toolbox
+                o cp -r wmtsa munit ~/matlab/toolbox          # Personal toolbox installation
+                o cp -r wmtsa munit <installaton_directory>   # Other location toolbox installation
+          * Windows
+                o Use File Manager open the toolbox subdirectory in wmtsa directory.   
+                  Copy and paste the wmtsa and munit subdirectories to personal toolbox directory.
+                o To determine your home directory for MATLAB, start MATLAB and at the command prompt 
+                  type: cd ~; pwd.  This will display your home directory.
+          * MacOS X
+                o Open the wmtsa folder, then the to the toolbox folder.
+                o Copy and paste the wmtsa and munit subdirectories in your personal toolbox directory:  ~/matllab/toolbox
+   4. Edit startup.m file to add WMTSA and MUnit toolboxes.
+          * For personal installation, the personal startup file is found at: ~/matlab/startup.m.  
+            If one does not exist, create one.
+          * To modify the site startup file. consult MATLAB documentation and your sys admin.
+          * Add the following lines to startup.m with full paths to wmtsa startup.m file and munit toolbox.
+            For example, if you have a personal toolbox (~/matlab/toolbox), add the following
+
+                o run ~/matlab/toolbox/wmtsa/startup.m     % Setup paths for wmtsa toolboxes and, 
+                                                           % if necessary,
+                                                           % compiles MEX function binary executables from C source files (modwtj.c, imodwtj.c, dwtj.c).
+                o addpath ~/matlab/toolbox/munit/munit     % Adds MUnit toolbox to path
+
+     See MATLAB documentation for configuring site toolboxes and
+     startup file.s
+
+

wmtsa-matlab-0.2.6/wmtsa/INSTALL

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+Copyright (c) 2003,2004,2005, Charles R. Cornish
+All rights reserved.
+
+Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:
+
+    * Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.
+    * Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution.
+    * Neither the name of the owner nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

wmtsa-matlab-0.2.6/wmtsa/LICENSE

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+WMTSA toolbox for MATLAB
+------------------------
+
+Version:  0.2.6
+Date:     2006-08-23
+
+Overview
+--------
+
+WMTSA toolbox is an implemenation for MATLAB of the wavelet methods for
+time series analysis techniques presented in:
+
+Percival, D. B. and A. T. Walden (2000) Wavelet Methods for
+   Time Series Analysis. Cambridge: Cambridge University Press.
+
+henceforth referenced as WMTSA.
+
+The WMTSA toolbox follows the terminology, symbology, algoritms and
+presentation of WMTSA whenever possible.  
+
+Currently only the MODWT and its inverse transform have been
+fully implemented in the WMTSA toolbox.  The DWT has been implemented
+but lacks plotting and analysis functions.
+
+What's New
+----------
+
+See ChangeLog for changes for the latest release.
+
+
+Installation
+------------
+
+See INSTALL file for instructions on how to install.
+
+Platform Compability
+--------------------
+
+The WMTSA package has been developed using MATLAB 7.x on Linux
+platform.  It has been compiled and tested on the following platforms:
+
+OS                            MATLAB Version
+--                            --------------
+Linux (Redhat EL 3.0 WS)      7.2 (R2006a)
+Linux (Redhat EL 4.0 x86_64)  7.2 (R2006a)
+Windows 2000                  7.2 (R2006a)
+
+
+
+The distributed WMTSA package does not include compiled MEX function binaries
+for any platform.  Binaries will be compiled during first launch of
+the wmtsa toolkit after installation.
+
+Required MATLAB toolboxes
+-------------------------
+
+Statistics toolbox is now option.  If available, the chi2inv and
+norminv functions are used; otherwise, the wmtsa/stats toolbox
+funcitons QGauss and QChisq functions are used.
+
+
+Directory organization
+---------------------
+
+WMTSA functions are organized in subdirectories under the 
+toolbox/wmtsa root as follows:
+
+dwt         -- Core wavelet analysis transform, ANOVA
+               plotting, utiility and support functions.
+odwt        -- Object-oriented version of toolkit (Experimental)
+plotutils   -- Plotting utiltiy functions.
+utils       -- Utility functions for application support.
+stats       -- Statistical functions.
+signal      -- Signal processing functions.
+data        -- Example datasets.
+Examples    -- Examples from WMTSA Book and other sources
+               illustrating use of the toolbox.
+third-party -- Functions from third-party sources.
+
+
+Documentation
+-------------
+
+Each WMTSA function contains a standardized header which can be viewed
+by typing: help <function>.  The standardized header describes
+usage/syntax, input and output arguments, detailed description,
+alorigthm description, and references.
+
+For the current release, documentation is partial and incomplete.
+Your comments/corrections/questions are welcome and will be used to
+enhance the WMTSA toolbox and documentation.
+
+Examples
+--------
+
+A set of examples illustrating the use of the WMTSA toolbox are under
+toolbox/wmtsa/Examples directory.
+
+The Figures subdirectory contains MATLAB scripts that replicate
+figures contained in WMTSA.  To display a figure, type:
+
+  figureXXX
+
+where XXX is the figure number.
+
+Reviewing the MATLAB scripts in the Figures directory will demonstrate
+how to use the WMTSA functions in MATLAB.
+
+The data subdirectory contains data (.dat) files used by the figure
+scripts.  These data files originally from the WMTSA web site have
+been formatted for loading into MATLAB.
+
+Testing
+-------
+
+Unit tests for testing proper functionality and verifying numerical
+accurarcy of the are included with toolkit and are found under the
+toolbox/wmtsa/Tests directory.  There is a subdirectory for
+corresponding for each toolbox under toolbox/wmtsa.
+
+The unit tests utilize the MUnit toolbox for unit test, which is
+included with this distribution.
+
+To invoke unit tests:
+
+1.  Add MUnit toolkit to your path:
+    addpath <PATH_TO_MUNIT_DIRECOTORY/toolkit/munit/munit.
+2.  Change to wmtsa/Tests/<XXX> directory (e.g. XXX = dwt)
+3.  Run a test case: run_tcase(@YYY_tcase).
+    For example:  
+          run_tcase(@modwt_functionality_tcase).
+
+Examining test cases illustrates the functionality of the wmtsa toolkit.
+
+License
+-------
+
+The WMTSA toolkit for MATLAB is released under a BSD-style license
+contained in LICENSE file.
+
+
+Key Functions in the WMTSA Toolbox
+---------------------------------
+
+Key WMTSA functions are identified via the following function
+prefaces:
+
+modwt_        = modwt transform and analysis
+imodwt_       = imdowt transform and analysis
+plot_modwt_   = plot modwt transform and analysis results.
+plot_imodwt_  = plot imodwt transform and analysis results.
+plot_         = plot function common for plotting MODWT and DWT results.
+
+Listed below are names, usage and brief descriptions of key WMTSA
+functions for analysis and plotting.
+
+For Analysis:
+-------------
+
+% modwt -- Compute the (partial) maximal overlap discrete wavelet transform (MODWT) of a data series.
+% modwt_wvar -- Calculate wavelet variance from MODWT wavelet coefficients.
+% modwt_wcov -- Compute the wavelet covariance of two MODWT wavelet coefficient matrices.
+% modwt_wcor -- Compute the wavelet correlation of two MODWT wavelet coefficient matrices.
+
+% modwt_rot_cum_wsvar -- Calculate the rotated wavelet sample variance from MODWT wavelet coefficients.
+% modwt_cum_wav_svar -- Calculate cumulative sample variance of MODWT  wavelet coefficients.
+
+% imodwt -- Calculate the inverse (partial) maximal overlap discrete wavelet transform (IMODWT).
+
+% imodwt_mra -- Calculate multi-resolution details and smooths via inverse maximal overlap discrete wavelet transform(IMODWT).
+
+% modwt_mra -- Calculate multi-resolution details and smooths of a time series via a single function call.
+
+
+For Plotting:
+-------------
+
+% plot_modwt_coef -- Plot the MODWT wavelet and scaling coefficients and (optionally) the original time series.
+% plot_wvar -- Plot the wavelet variance and (optionally) confidence intervals.
+% plot_wcor -- Plot the wavelet correlation and (optionally) confidence intervals.
+% plot_wcov -- Plot the wavelet covariance and (optionally) confidence intervals.
+% plot_modwt_rcwsvar -- Plot the rotated cumlative sample variance of the MODWT wavelet coefficients.
+% plot_modwt_clcwsvar -- Plot the cumlative level of cumulative sample variance of MODWT wavelet coefficients.
+% plot_imodwt_mra -- Plot the IMODWT multiresoution analysis (detail and smooth) values and original time seies.
+
+
+Workflow
+--------
+
+For analysis of a single signal:
+-------------------------------
+
+   X = vector series of observations
+ 
+   |
+   |
+   V
+
+ modwt
+
+   |
+   |
+   V
+
+[WJt, VJ0t]   --->  plot_modwt_coef
+
+   |
+   |------------->  modwt_wvar  --->  plot_wvar
+   | 
+   |------------->  modwt_cum_wav_svar  --->  plot_modwt_cwsvar
+   | 
+   |------------->  modwt_rot_cum_wav_svar.m  --->  plot_modwt_rcwsvar
+   | 
+   | 
+   V
+
+imodwt_mra   
+
+   |
+   |
+   V
+
+[DJt, SJ0t]   --->  plot_imodwt_mra
+
+
+For analysis of a 2 signals:
+----------------------------
+
+   X            Y  
+                  
+   |            |  
+   |            |  
+   V            V  
+                  
+ modwt        modwt
+                   
+   |            |  
+   |            |  
+   V            V  
+                   
+[WJXt]       [WJYt]
+   
+   \           /
+    \         /
+     \       /
+      \     /
+       \   /
+        \ /
+         V
+
+      modwt_wcor  --->  plot_wcor
+
+      modwt_wcov  --->  plot_wcov
+
+
+Unit Testing
+------------
+
+We have developed a unit testing framework for MATLAB (munit) to unit test the toolkit.  munit is similar to unit test frameworks developed for other languages (e.g. junit).  A copy of munit is included with the WMTSA toolkit distribution.
+
+munit Unit test functions are located in the Test subdirectory.  Under the Test directory is TestData subdirectory containing data for testing and verifying WMTSA toolkit functions.
+
+Note:  Implementation of munit tests is still under development.  Not all WMTSA toolkit functions have munit tests.

wmtsa-matlab-0.2.6/wmtsa/README.txt

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+Features to be added in future versions of the
+WMTSA wavelet toolkit for MATLAB.
+
+  - Implement inverse DWT wavelet transform.
+  - Implment packet versions of DWT and MODWT transforms.
+  - Implement additional plotting and other utility functions.
+  - Add scripts to replicate other figures from WMTSA.
+  - Add other examples.
+  - Write additional documentation about using the toolkit.
+  - Add a tutorial.
+  - Add additional test drivers.
+
+

wmtsa-matlab-0.2.6/wmtsa/TODO

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+0.2.6 2006-08-23