Thanks for this fantastic code!
A question regarding time series with gaps:
As I understand, the Haar wavelet will ignore gaps, as long as they are replaced by zeros and the time series is zero-meaned. If this is correct, could you include (either here or in the wave_bases.m file) code for the Haar wavelet?
i had similar problems as Dave Van Tol above, with subplot1 giving error messages along the lines of:
??? Error using ==> set
uimenu handle passed to 'CurrentAxes' property - valid axes handle required
Error in ==> subplot1 at 138
His suggested fix worked perfectly (include in update?)