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CWT: Interpolate wavelet values (Issue #531) #580

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CWT: Interpolate wavelet values (Issue #531) #580

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d34e8b5
Linear interpolation of sampling values instead of taking precomputed…
amanita-citrina Oct 19, 2020
93c3dd3
Merge branch 'master' into Issue_531_Interpolation
amanita-citrina Nov 9, 2020
8932bbf
Upper bound of wavelet is now a valid sampling instant; reduce probab…
amanita-citrina Nov 9, 2020
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13 changes: 7 additions & 6 deletions pywt/_cwt.py
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Original file line number Diff line number Diff line change
Expand Up @@ -146,12 +146,13 @@ def cwt(data, scales, wavelet, sampling_period=1., method='conv', axis=-1):
data = data.reshape((-1, data.shape[-1]))

for i, scale in enumerate(scales):
step = x[1] - x[0]
j = np.arange(scale * (x[-1] - x[0]) + 1) / (scale * step)
j = j.astype(int) # floor
if j[-1] >= int_psi.size:
j = np.extract(j < int_psi.size, j)
int_psi_scale = int_psi[j][::-1]
# Determine scale-dependent sampling instants
step = 1.0 / scale
xs = np.arange(x[0], x[-1]+0.01*step, step)
if xs[-1] > x[-1]:
xs = xs[:-1]
# Approximate values by linear interpolation
int_psi_scale = np.interp(xs, x, int_psi)[::-1]

if method == 'conv':
if data.ndim == 1:
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