I implemented an algorithm to calculate the connection coefficients of
wavelets (based on the paper "The Evaluation of Connection Coefficients
of Compactly Supported Wavelets", Latto et al. 1999).
It's implemented in Python and supports 2-term and 3-term connection
coefficients.
I'd like to offer you to include this code into your Pywt module, and I
would also do the integration job, if you would tell me how you'd like
to see it integrated into your module.
Currently, my code consists of a function
connectionCoefficients(wavelet, d), where d specifies the d-th
derivative.
This function relies on another function that calculates the j-th moment
of phi.
The code (for two-term connection coefficients) is appended if you'd
like to give it a try.
Please note, that its result does not agree to Latto's results, because
Latto used different scaling coefficients for Daubechies-3.
Cheers,
Manuel