similar to: package "wavelets" does nor recognize filter "d2"

Dear R Users, For running wavelet functions using dwt( ), modwt( ), and mra( ), a wavelet filter algorithm is applied. For all these functions, default is "la8" and other possibility is "haar". In related documents, another possibilities like as symlet and coiflet ... are not cited. Besides "la8" and "haar", which wavelet filters can be used? Thank

Given a time series of length N, I am trying to figure out its maximum DWT decomposition level. With reference to "dwt" function of R package "wavelets", running the provided example I get the following and wonder how the maximum decomposition level (which is not an integer number) is calculated. I tried myself the formula in the on-line documentation but could not get the

> wt.filter("d8") #### HOW COME ???? Error in validObject(.Object) : invalid class "wt.filter" object: invalid object for slot "transform" in class "wt.filter": got class "function", should be or extend class "character" > wt.filter("d10") # OK An object of

Hi: I have encountered problems with imodwt and universal.thresh.modwt and cannot find any reference in R Search. Hope someone can give me some ideas: Starting with modwt.la8 <- modwt(xdata, "la8", n.level=6) <-- this seems to work fine (1) ydata <- imodwt(modwt.la8) will always give ydata as numeric(0) (no values) instead of being a time series data with

Airon, I used R2.4.0 on a Windows XP (SP2) (not Chinese :-)) and it still works: > data = read.csv("u:/airon.csv") > xdata = data$Adj..Close > modwt.la8 = modwt(xdata, "la8", n.level=6) > summary(modwt.la8) Length Class Mode d1 1467 -none- numeric d2 1467 -none- numeric d3 1467 -none- numeric d4 1467 -none- numeric d5 1467 -none- numeric d6 1467

Airon, I don't think you have to find an English computer 'cause the following must work in your Chinese one :-) Let me explain. First of all, change your lines to xdata <- ckhdat$Adj..Close[1:1447] #names(ckhdwt.la8) <- c("w1", "w2", "w3", "w4", "w5","w6", "v6") note the # sign, i.e., DO NOT change the names

hi everyone . I am trying to use some packages but there are some functions have the same name in different package. for example dwt function both in packages wavelets and waveslim dwt(X, filter="la8", n.levels, boundary="periodic") How can I avoid mixing them up ? -- TANG Jie Email: totangjie@gmail.com Tel: 0086-2154896104 Shanghai Typhoon Institute,China

Hai I'm Dee. I'm trying to write var data from these codes inside excel file. My directory to store the data is *D:\FYP\image* . these are my codes, can you help give an advice or idea with my problem: l*ibrary("biOps") library("waveslim") library("xlsReadWrite") x <- readTiff("D:\\FYP\\image\\SignatureImage\\user186g1.tif") y <-

Hai, I'm trying to write these var output data from these codes inside excel file. My directory to store the data is /D:\FYP\image / but receive an error message : /Error in write.xls(mydata, "D:\\FYP\\image.mydata.xls") : object 'mydata' not found/ these are my codes, can you help give an advice or idea with my problem: /library("biOps")

Hello, I get the following message when I try to load a time series of 128 stock returns. Error in modwt(stock, wf = "la8", n.levels = 8, boundary = "periodic") : wavelet transform exceeds sample size in modwt I thought that MODWT had no restrictions on the sample size? Any help? -- View this message in context:

Is there a wavelet toolbox in R available that can be compared to the Matlab toolbox for wavelets. Does this toolbox offer the possibility to calculated approximations with different wavelets such as Daubechies 2, Daubechies 3, etc, Symmlet 3, Symmlets 5, etc, Coiflets and so on. I have tried to proceed in this way but I was only able to use one sort of wavelets with a pre-fixed order (i.e.

Hi there, When I run the code below I get the error Error in xy.coords(x, NULL, log = log) :(list) object cannot be coerced to type 'double' Any tips how I can resolve this? > > library("waveslim") > > vols=read.csv(file="C:/Users/ocuk/My Documents/Abs Vol.csv", header=TRUE, > sep=",") > x<-c(vols[,1]) > #x > #data(ibm) >

Hi everyone I am using the wavelet and waveslim package in R to find the wave variance.Here is the code return.modwt<-modwt(X, filter="la8", n.levels=5, boundary="periodic", fast=TRUE) return.modwt.var<- wave.variance(return.modwt, type="nongaussian") Where X is a uni-variate time series. I am expecting a matrix with 5 rows(no. of levels) and 3

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 wavelet coefficient corresponding?to scales larger then 1000 trading days to zero, and finally

Hi, I am interested in a applying wavelets as a smoothing tool for my (1-dimensional) data. I looked into wavetresh and waveslim packages but could not quite figure out an obvious way to do this after running dwt or wt functions. Would someone be able to point me in the right direction on how to denoise univariate data using one of wavelet packages available in R? Thank you very much Jane ps

Dear all, Using R function "dwt", it seems that I cannot specify the wavelet transformation like Haar. What's the R code for wavelet decomposition which allows me to specify Haar wavelet transformation? Of course, if it can include "db2", that is even better. In general, I want an R function like matlab code "dwt". Thanks in advance! Zhen Li

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 department, however, I get p-values > .45 for every simulated test. Below is my simulation code (uses

> wt.filter("d8") Error in validObject(.Object) : invalid class "wt.filter" object: invalid object for slot "transform" in class "wt.filter": got class "function", should be or extend class "character" How come ? The above function works fine with the other Daubechies filters. Thank you. Best regards, Maura tutti i

Hello, I have to make use of the Cohen-Daubechies-Fauraue (CDF) 9/7 wavelet-transform, but have not found these biorthogonal wavlet in the released packages waveslim, wavethresh or wavelets. Is there any package doing this transform? Or can anybody send me the function doing this? I would be very grateful of that. Thanks Annika

I've been reading up on wavelet transforms the past week, and I plan to start on some video compression stuff next week, if it's any good (small chance :)) for Tarkin. So far I think I know what's happening, however there's one small thing I don't quite understand yet. If I understand correctly, you can do a 2d wavelet transform (I'm assuming a Haar transform here for