similar to: Need help in waveslim package: imodwt and universal.thresh.modwt

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

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

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

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

Hi there, When I run the code below I get the error Error in xy.coords(x, NULL, log = log) :(list) 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) >

Hai I'm Dee. I'm trying to write var data from these codes inside excel file. My directory to store the data is *D:\FYP\image* . these are my codes, can you help give an advice or idea with my problem: l*ibrary("biOps") library("waveslim") library("xlsReadWrite") x <- readTiff("D:\\FYP\\image\\SignatureImage\\user186g1.tif") y <-

Hai, I'm trying to write these var output data from these codes inside excel file. My directory to store the data is /D:\FYP\image / but receive an error message : /Error in write.xls(mydata, "D:\\FYP\\image.mydata.xls") : object 'mydata' not found/ these are my codes, can you help give an advice or idea with my problem: /library("biOps")

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

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:

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

Dear all: Greetings from Mumbai, India. Reference?R help solution [Rogerio, Thu 16 Nov 2006 - 20:54:25 GMT]. Simonsen, Jensen and Johansen (2002) [arXiv:cond-mat/0202352v1] note "(.wavelet filtered was...) achieved?by first transforming the log-price [...] to the?wavelet-domain, setting all wavelet coefficient corresponding?to scales larger then 1000 trading days to zero, and finally

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)

I would like to create a vector of pairlist (flag, binary_value) like: (variable ="TrendOff", value = 0) (variable ="MOdwt", value = 1) (variable ? "ZeroPadding", value =1) ................................................ I tried the following syntax but the emcompassing list (that I called "flags") is not made up of pairlists. Instead it

I take the liberty of pasting the on-line documentation for package "wavelets", 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,

Hello, everyone I have a question. Assume I have the following zoo object: me.la <- structure(c(1524.75, 1554.5, 1532.25, 1587.5, 1575.25, 1535.5, 1550, 1493.5, 1492.5, 1472.25, 1457.5, 1442.75, 1399, 1535.75, 1565.25, 1543.5, 1598.5, 1586.5, 1547, 1561.5, 1504.75, 1503.75, 1483.75, 1468.75, 1453.75, 1410, 1546.75, 1575.25, 1554, 1609, 1597.5, 1558.5, 1573, 1516.25, 1515.5, 1495, 1480, 1465,

hi all i have a function that uses two inputs, say xdata and ydata. An example is the following, simple1<-function(xdata,ydata) { ofit<-lm(ydata~xdata) list(ofit) } say i use arbitray number for xdata and ydata such that D = x1 x2 y 1 1 10 2 6 6 3 10 7 x<-D[,1:2] and y<-D[,3] if one uses these inputs and rund the program we get the following: >simple(xdata=x,ydata=y)

Hi, I am interested in a applying wavelets as a smoothing tool for my (1-dimensional) data. I looked into wavetresh and waveslim packages but could not quite figure out an obvious way to do this after running dwt or wt functions. Would someone be able to point me in the right direction on how to denoise univariate data using one of wavelet packages available in R? Thank you very much Jane ps

Hello all, I have been using R for about 3 weeks and I am frustrated by a problem. I have read R in a nutshell, scoured the internet for help but I either am not understanding examples or am missing something completely basic. Here is the problem: I want to plot data that contains dates on the x axis. Then I want to fit a line to the data. I have been unable to do it. This is an example of

I have a set of data in the form x1, y1, z1 x1, y2, z2 ... x1, yN, zN x2, y1, z(N+1) x2, y2, z(N+2) ... x2, yN, z(2N) ...and so on... xM, yN, val(M*N) I have been trying to figure out how to get R to use this data in a persp plot. So far the only thing that I can figure out to do is to break the data file into three different files. The first file contains the x-coordinate data: x1 x2

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