S+WAVELETS: An Object-Oriented Toolkit for Wavelet Analysis. S+WAVELETS is an object-oriented toolkit for wavelet analysis of signals, time series, images, and other data. It is a module of the S-Plus language for data analysis, statistics, and scientific computing. The module is oriented towards engineers, mathemeticians, statisticians, and scientists in a broad range of disciplines. S+WAVELETS is being used for applications as diverse as data visualization and analysis, nonparametric statistical estimation, signal and image compression, signal processing, and prototyping of new fast algorithms. The toolkit offers a rich collection of transforms, ranging from the classical discrete wavelet transform to timefrequency decompositions such as wavelet packets and cosine packets. A variety of algorithms and tools for selecting transforms are available, including the Coifman and Wickerhauser ”best basis” algorithm and the Mallat and Zhang ”matching pursuit” algorithm. With over 500 functions, S+WAVELETS provides a complete computing environment for wavelet analysis, allowing the user to manipulate, visualize, synthesize, and analyze wavelet objects. The object-oriented design of S+WAVELETS makes these functions easy to use and provides an organizing framework for wavelet analysis.

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  1. Gao, Hong-Ye; Bruce, Andrew G.: Waveshrink with firm shrinkage (1997)