I uploaded <https://github.com/tomaskrehlik/Wavelets> a preliminary version of MODWT wavelet decomposition which seems to work. It is more or less a port from wavelets package that I use extensively with R, but I decided to switch some of my work to Julia so I am porting it. It should eventually make it into a standalone package with all the functions.
If anyone is interested in giving feedback about how to structure the code (I am quite new to Julia), test it against R/MATLAB version or anything, feel free to comment on GitHub. It will be under heavy development for next two months.
