Moohwan Kim
2010-May-27 01:23 UTC
[R] how to pick equivalent degrees of freedom in a R package wmtsa
Dear R family
I have a question as to how to get an answer I want to derive with the
outcome from R-package, "wmtsa".
My concern is that I want to decide equivalent degrees of freedom
(EDOF) based on the following outcome.
library(wmtsa)
W <- wavMODWT(X, wavelet="s8")
z1 <- wavEDOF(W)
print(z1)
#Intentionally, I do not assign n.levels and specify SDF.
The following is the outcome R gave out:
######################################################################
$EDOF1
d1 d2 d3 d4 d5 d6
272462.52504 189076.44195 95736.37691 47830.40918 23593.41513 12409.42279
d7 d8 d9 d10 d11 d12
5977.28418 2887.81182 1408.06198 629.46550 368.87030 197.00823
d13 d14 d15
106.22607 29.75633 14.29115
$EDOF2
[1] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA
$EDOF3
d1 d2 d3 d4 d5 d6
2.079385e+05 1.039658e+05 5.197938e+04 2.598619e+04 1.298959e+04 6.491297e+03
d7 d8 d9 d10 d11 d12
3.242148e+03 1.617574e+03 8.052871e+02 3.991436e+02 1.960718e+02 9.453589e+01
d13 d14 d15
4.376794e+01 1.838397e+01 5.691986e+00
$variance.unbiased
d1 d2 d3 d4 d5 d6
1.940001e+03 9.671358e+02 4.815657e+02 2.402054e+02 1.206654e+02 6.019255e+01
d7 d8 d9 d10 d11 d12
3.021483e+01 1.518668e+01 7.709990e+00 3.859226e+00 1.850228e+00 9.825597e-01
d13 d14 d15
4.609490e-01 6.416134e-02 1.513369e-02
$n.coeff
d1 d2 d3 d4 d5 d6 d7 d8 d9 d10 d11
415877 415863 415835 415779 415667 415443 414995 414099 412307 408723 401555
d12 d13 d14 d15
387219 358547 301203 186515
#########################################################################
How could I determine the equivalent degrees of freedom?
It would be great if you give me any suggestion.
best
moohwan