Forked from main and rewritten loop to list compr. for speed by Aske Ejdrup, 2022.
modwt in python
find the detail from the matlab Documentation: http://www.mathworks.com/help/wavelet/ref/modwt.html, http://www.mathworks.com/help/wavelet/ref/modwtmra.html,
and the wavelet is imported from pywt: http://www.pybytes.com/pywavelets/ref/wavelets.html
##Example:
from modwt import modwt, modwtmra
import pandas as pd
gdpdata = pd.DataFrame.from_csv('GDPcomponents.csv')
wt = modwt(gdpdata['govtexp'], 'db2', 5)
wtmra = modwtmra(wt, 'db2')