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Allow user to set precision in CWT, increase default to 12 #570

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Allow user to set precision in CWT, increase default to 12 #570

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11657af
Allow user to set `precision`, increase default to 12
OverLordGoldDragon Oct 1, 2020
421b134
Edit docstring
OverLordGoldDragon Oct 1, 2020
d0fd274
Newline to meet line length limit
OverLordGoldDragon Oct 5, 2020
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10 changes: 8 additions & 2 deletions pywt/_cwt.py
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Original file line number Diff line number Diff line change
Expand Up @@ -34,7 +34,8 @@ def next_fast_len(n):
return 2**ceil(np.log2(n))


def cwt(data, scales, wavelet, sampling_period=1., method='conv', axis=-1):
def cwt(data, scales, wavelet, sampling_period=1., method='conv',
precision=12, axis=-1):
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"""
cwt(data, scales, wavelet)

Expand Down Expand Up @@ -67,6 +68,11 @@ def cwt(data, scales, wavelet, sampling_period=1., method='conv', axis=-1):
The ``fft`` method is ``O(N * log2(N))`` with
``N = len(scale) + len(data) - 1``. It is well suited for large size
signals but slightly slower than ``conv`` on small ones.
precision: int, optional
Length of wavelet (2 ** precision) used to compute the CWT. Greater
will increase resolution, especially for higher scales, but will
compute a bit slower. Too low will distort coefficients and their
norms, with a zipper-like effect; recommended >= 12.
axis: int, optional
Axis over which to compute the CWT. If not given, the last axis is
used.
Expand Down Expand Up @@ -122,7 +128,7 @@ def cwt(data, scales, wavelet, sampling_period=1., method='conv', axis=-1):

dt_out = dt_cplx if wavelet.complex_cwt else dt
out = np.empty((np.size(scales),) + data.shape, dtype=dt_out)
precision = 10

int_psi, x = integrate_wavelet(wavelet, precision=precision)
int_psi = np.conj(int_psi) if wavelet.complex_cwt else int_psi

Expand Down