mauede at alice.it
2008-Dec-28 00:13 UTC
[R] how to calculate the DWT maximum decomposition level
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 printed threshold in the error message. > X1 <- c(.2,-.4,-.6,-.5,-.8,-.4,-.9,0,-.2,.1,-.1,.1,.7,.9,0,.3)> X2 <- c(.2,-.4,-.6,-.5,-.8,-.4,-.9,0,-.2,.1,-.1,.1,-.7,.9,0,.3) > newX <- cbind(X1,X2) > wt <- dwt(newX, n.levels=5, boundary="periodic", fast=FALSE) > wt <- dwt(newX,filter="la8",n.levels=6, boundary="periodic", fast=FALSE)Error in dwt(newX, filter = "la8", n.levels = 6, boundary = "periodic", : Invalid argument value: 'n.levels' cannot be greater than 5> newX <- newX[-32] > wt <- dwt(newX,filter="la8",n.levels=5, boundary="periodic", fast=FALSE)Error in dwt(newX, filter = "la8", n.levels = 5, boundary = "periodic", : Invalid argument value: 'n.levels' cannot be greater than 4.95419631038688> newX <- newX[-31] > length(newX)[1] 30> wt <- dwt(newX,filter="la8",n.levels=5, boundary="periodic", fast=FALSE)Error in dwt(newX, filter = "la8", n.levels = 5, boundary = "periodic", : Invalid argument value: 'n.levels' cannot be greater than 4.90689059560852 Thank you very much in advance for your explanation. Best regards, Maura Monville tutti i telefonini TIM! [[alternative HTML version deleted]]