Re: [R] Wavelet Package for Time Series

Any question about "best" implies an optimization function that will almost certainly vary depending on what you are interested in... please avoid asking such questions. You probably ought to peruse the CRAN time series Task View [1] and try out some options. [1] https://cran.r-project.org/web

Re: [R] Wavelet Package for Time Series

I cannot provide any specific info, but as a matter of policy, packages on CRAN *must* meet their required maintenance standards (compatibility with current R version, run on different OS's, etc.) or they are removed from CRAN. This is not necessarily so for packages on other repos, e.g. github.

[R] Wavelet Package for Time Series

Hi R-help Are there any R users that can tell me which of the wavelet packages are the "best" to use? By this I mean ones that are being maintained, or e.g., work well with ggplot2 or otherwise have specific advantages to use. I have seen for example that WaveThresh has an accompanying book. I

Re: [R] wavelet Variance Error

The message is referring to the format of your input data. The package needs a matrix or vector format. I suggest using this: xm<- as.matrix(x) return.modwt<-modwt(xm, filter="la8", n.levels=5, boundary="periodic", fast=TRUE) -- View this message in context: http://r.789695.n4.nabble.com/wav

[R] Wavelet and inverse wavelet to filter data

Dear Friends of R, I would like to filter high frequent turbulence data with wavelet analysis. Therefore i want to calculate the wavelet coefficients of the raw data. And then the inverse for a special frequency band. How can i do this in the best and easiest way? Many thanks for your answers an

[R] Wavelet matrix

Hi all, I am needing to create a wavelet Basis matrix such that f=Bw where f is the signal, B the basis matrix and, w the weight matrix. I am not concerned about w which I can easily obtain from most wavelet packages. Is there a package/ function that can create the B matrix (supposing it is a Haa

Re: [R] wavelet parameters with sowas

Thank you very much for your suggestion Jim, I'll try that. Regards, Angela -- View this message in context: http://r.789695.n4.nabble.com/wavelet-parameters-with-sowas-tp2401776p2402846.html Sent from the R help mailing list archive at Nabble.com. _

Re: [R] wavelet parameters with sowas

On 09/01/2010 01:16 AM, angela wrote: Hello everybody. My name is Angela. I'm doing wavelet using the sowas library. The problem I have is that I don't know how to choose the paremeters to describes differnt wavelet analysis. How I select the noctave, nvoice, w0, s0,...? Hi Angela, I located

[R] wavelet parameters with sowas

Hello everybody. My name is Angela. I'm doing wavelet using the sowas library. The problem I have is that I don't know how to choose the paremeters to describes differnt wavelet analysis. How I select the noctave, nvoice, w0, s0,...? I hope my question is clear enough. Thank you very much befor

Re: [R] Wavelet

I would even look at the packages page... There are plenty of them. Please, at least, do minimal research before clogging up this list. Also, please read the posting guide that is appended to every mail to this list. On Wed, Jul 7, 2010 at 4:03 AM, Allan Engelhardt wrote: > Try > > RSiteSearch("

Re: [R] Wavelet

Try RSiteSearch("MORLET") before you post. Allan On 07/07/10 09:38, nuncio m wrote: Hi useRs, Is it possible to get MORLET wavelet in R Thanks nuncio __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help P

[R] Wavelet

Hi useRs, Is it possible to get MORLET wavelet in R Thanks nuncio -- Nuncio.M Research Scientist National Center for Antarctic and Ocean research Head land Sada Vasco da Gamma Goa-403804 [[alternative HTML version deleted]] __ R-hel

[R] Wavelet reconstruction with coefficients set to zero

Dear all: Greetings from Mumbai, India. Reference R help solution [Rogerio, Thu 16 Nov 2006 - 20:54:25 GMT]. Simonsen, Jensen and Johansen (2002) [arXiv:cond-mat/0202352v1] note "(.wavelet filtered was...) achieved by first transforming the log-price [...] to the wavelet-domain, setting all wave

[R] Wavelet Bootstrap Size Simulation

I have written a short script to estimate the size of a test of non-constant mean in an AR(1) time series. When I run the simulation on my PC (R version 2.7.1), I get the expected result: an empirical size much larger than the nominal size. On the Red Hat machine (R version 2.7.2) in my departmen

[R] wavelet

I would like to be able to preform a DWT and filter out everything except for 2^0 and then take that back into the time domain. Does anyone have any suggestions. I am using wmtsa to try and do this. -- Stephen Sefick Let's not spend our time and resources thinking about things that are so litt