search for: imodwt

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(...

...-) 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 before the function imodwt. This is because the function imodwt looks for the names created by the modwt function. If you need to change names, do it AFTER the reconstruction. I hope that it helps you. Rogerio ---------- Cabe?alho original ----------- De: "Airon Yiu" aironyiu at yahoo.com.hk Para: "rdport...

...lose > 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 -none- numeric s6 1467 -none- numeric > ydata = imodwt(modwt.la8) > summary(ydata) Min. 1st Qu. Median Mean 3rd Qu. Max. 37.35 57.56 67.93 67.31 78.32 104.90 > max(ydata-xdata) [1] 2.957279e-11 Can you provide a simple program and the resulting messages showing that it doesn't work? Rogerio. ---------- Cabe?alho ori...

Airon, I'm not sure I have understood your question. Anyway, it seems to me that you'll have to code a little. Take a look at ?modwt. I think you'll have to put zeros each scale a time except the one you want to reconstruct. Then do imodwt. After some small loop, I think you'll get the desired result. HTH, Rogerio. ---------- Cabe?alho original ----------- De: "Airon Yiu" aironyiu at yahoo.com.hk Para: "rdporto1" rdporto1 at terra.com.br C?pia: "r-help" r-help at stat.math.ethz.ch Data: Thu, 16 N...