search for: la8

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 the same lenght as xdata. (2) thred.la8 <- universal.thresh.modwt(modwt.l...

...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) > av.la8 <- mra(x, "la8", 4, "modwt") > #names(av.la8) <- c("d1", "d2", "d3", "d4","d5","d6", "d7", "d8","s8") > names(av.la8) <- c("d1", "d2", "d3", &qu...

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 -none- numeric s6 1467 -none- numeric > ydata = imodwt(modwt.la8) &...

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 before the function imodwt. This is because the function imodwt looks for the names created by the modwt function. If you need to...

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 you for any help, Amir Safari ---------------------------...

...r 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...

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 [[alternative HTML version deleted]]

...uot;, "year")), class = c("dates", "times")), class = "zoo", .Dimnames = list(NULL, c("LA1 COMDTY", "LA2 COMDTY", "LA3 COMDTY", "LA4 COMDTY", "LA5 COMDTY", "LA6 COMDTY", "LA7 COMDTY", "LA8 COMDTY"))) I also have a following variable (used in RBloomberg) in my environment: me.la.tickers <- c("LA1 Comdty", "LA2 Comdty", "LA3 Comdty", "LA4 Comdty", "LA5 Comdty", "LA6 Comdty", "LA7 Comdty", "LA8 Comdty&q...

...ts", functions "dwt" and "wt.filter", pertinent to the wavelet/filter choice. While I apologize for my verbose messages with huge attachments, I encourage whoever loads packages to CRAN to take some minutes to reread the attached documentation. Usage dwt(X, filter="la8", n.levels, boundary="periodic", fast=TRUE) filter Either a wt.filter object, a character string indicating which wavelet filter to use in the decomposition, or a numeric vector of wavelet coefficients (not scaling coefficients). See help(wt.filter) for acceptable filter names wt....

...give an advice or idea with my problem: l*ibrary("biOps") library("waveslim") library("xlsReadWrite") x <- readTiff("D:\\FYP\\image\\SignatureImage\\user186g1.tif") y <- imgBlockMedianFilter(x, 5) #Plot image #plot(y) y.modwt <- modwt.2d(y, "la8", 2) ## Level 2 decomposition par(mfrow=c(2,2), pty="s") ##Plot wavelets image(y.modwt$LH2, col=rainbow(128), axes=FALSE, main="LH2") image(y.modwt$HH2, col=rainbow(128), axes=FALSE, main="HH2") image(y.modwt$LL2, col=rainbow(128), axes=FALSE, main="LL2&quot...

...lp give an advice or idea with my problem: /library("biOps") library("waveslim") library("xlsReadWrite") x <- readTiff("D:\\FYP\\image\\SignatureImage\\user186g1.tif") y <- imgBlockMedianFilter(x, 5) #Plot image #plot(y) y.modwt <- modwt.2d(y, "la8", 2) ## Level 2 decomposition par(mfrow=c(2,2), pty="s") ##Plot wavelets image(y.modwt$LH2, col=rainbow(128), axes=FALSE, main="LH2") image(y.modwt$HH2, col=rainbow(128), axes=FALSE, main="HH2") image(y.modwt$LL2, col=rainbow(128), axes=FALSE, main="LL2"...

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: http://www.nabble.com/MODWT-exceeds-sample-size-tf2183217.html#a6037934 Sent f...

...time domain." Question: What does 'scales larger than 1000 trading days' mean? Does it mean all coefficients ?of order more than 10 (1024=2^10) equal to zero? Or am I missing something? Rogerio's?solution [Thu 16 Nov 2006 - 20:54:25 GMT] doesn't seem to work{waveslim, modwt, la8, boundary=periodic, serieslength=3464}; also tried with la4, but the reconstruction is too smooth, almost flat.?Any help will be appreciated. regards, pradeep

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 columns(variance,upper bound,lower bound) but I am getting...

This code consistenly segfaults for me. Can someone please take a look and tell me if the problem is due to something I am doing or is there a problems with the dwt (idwt) functions in the waveslim library. Thanks tom library(waveslim)