The functions have been written in S and designed for S-Plus 2000. Additionally, some of the functions require WaveThresh3, a free add-on module for S-Plus written by Guy P. Nason.

- Click here to download the archive "wavper.zip", which contains the functions.
- Extract the archive. You will get the file "wavper".
- Run S-Plus and type (in Windows)"data.restore("D:\\PATH\\wavper")", where D:\PATH is the directory containing "wavper".
- The functions are now available.

Main routines

Routines for performing the Haar-Fisz transform and the inverse Haar-Fisz transform Gaussian denoisers Scale extraction

The software suite for Chapter 4 contains some other functions which the user may find useful here: cor.spec, hper, loc.var, sp.plot, as well as the Dow Jones data set analysed in Chapter 5: djia.