WaveletStat

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).

The code is fully multithreaded.

There are also some tutorial examples analysing distributions in the asteroids main belt, including sample GNUPLOT script to render the computing results in EPS graphs.

See also theory papers:
Baluev 2018, Astron. & Comput. 23, 151-165
Baluev, Rodionov, Shaidulin, 2019, preprint http://arxiv.org/abs/1903.10167