Computes the smoothed Haar spectrum of series x. Requires WaveThresh3 if the "wavelets" smoothing method is used.
Takes:
x | The time series as a vector of observations. Its length does not have to be a power of two if the "splines" smoothing method is used, but does have to be a power of two if the "wavelets" method is used. |
smooth.method | Method for smoothing the Haar periodogram. Can be set to "splines" (uses smper.spl) or "wavelets" (uses smper.tilw). |
Returns:
TT | Length of x. |
S | The sequence of Haar spectrum coefficients. |