Displaying 1 result from an estimated 1 matches for "wavestrap".
2009 Feb 24
0
Wavelet Bootstrap Size Simulation
...ta)/(length(x)+1)
Rn <- rep(0, length(x))
coeff <- Rn
for (i in 1:length(x)){
coeff[i] <- fitphi(data,x,i)
}
for (j in 1:length(x)){
Rn[j]<-(24/j)*length(data)*sum((coeff[1:j])^2)
}
max(Rn)
}
#The function used to find the wavelet bootstrap replicate of the original
series
wavestrap <- function (y, wf = "d8", J = log(length(y), 2) - 1, infl =
sqrt(1.1)){
y.dwt <- dwt(y, wf, n.levels = J)
resample.dwt <- y.dwt
for (i in 1:(length(y.dwt)-1)) {
resample.dwt[[i]] <- sample(y.dwt[[i]]*infl, replace = TRUE)
}
idwt(resample.dwt)
}...