WaveletStat
Wavelet analysis of 1D and 2D statistical distributions
This is WaveletStat, a scientific software to analyse statistical distributions by Continuous Wavelet Transforms (CWTs). Taking an input random sample, it computes the corresponding CWT, filters out the noise based on a p-value criterion, and reconstructs a denoised model of the density function by matching pursuit iterations.
The C++ code has two branches: the 1D branch can be used on 1D distributions only, while 1D2D can be used both on 1D and 2D distributions (though less optimal on 1D...