fastWavelets: Compute Maximal Overlap Discrete Wavelet Transform (MODWT) and À
Trous Discrete Wavelet Transform
A lightweight package to compute Maximal Overlap Discrete Wavelet
Transform (MODWT) and À Trous Discrete Wavelet Transform by leveraging the
power of 'Rcpp' to make these operations fast. This package was designed for use in forecasting, and
allows users avoid the inclusion of future data when performing wavelet decomposition of time series.
See Quilty and Adamowski (2018) <doi:10.1016/j.jhydrol.2018.05.003>.
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