best wavelet library for R

Question

What is a good library for wavelets in R?

Answer 1

Certainly: http://cran.r-project.org/web/packages/wavelets/index.html

Answer 2

The CRAN Task View on time series has this to offer:

Wavelet methods : The wavelets package includes computing wavelet filters, wavelet transforms and multiresolution analyses. Wavelet methods for time series analysis based on Percival and Walden (2000) are given in wmtsa. Further wavelet methods can be found in the packages brainwaver, rwt, waveslim, and wavethresh.

all of which may provide a start.

Answer 3

I strongly recommend the "Wavelet Methods in Statistics with R" book from Springer in their UseR! series if you're getting started with wavelets. This uses the wavethresh package.