projectWavelet: Projection in a wavelet basis

In RFgroove: Importance Measure and Selection for Groups of Variables with Random Forests

Description

This function projects a set of curves on a wavelet basis.

Usage

  projectWavelet(xdata, wavFilter="s8")

Arguments

xdata	A set of n curves of dimension N.
wavFilter	A character string denoting the filter type. Supported types include: EXTREMAL PHASE (daublet): ‘haar’, ‘d2’, ‘d4’, ‘d6’, ‘d8’, ‘d10’, ‘d12’, ‘d14’, ‘d16’, ‘d18’, ‘d20’ LEAST ASYMMETRIC (symmlet): ‘s2’, ‘s4’, ‘s6’, ‘s8’, ‘s10’, ‘s12’, ‘s14’, ‘s16’, ‘s18’, ‘s20’ BEST LOCALIZED: ‘l2’, ‘l4’, ‘l6’, ‘l14’, ‘l18’, ‘l20’ COIFLET: ‘c6’, ‘c12’, ‘c18’, ‘c24’, ‘c30’ Default: ‘s8’.

Value

A matrix of size n \times N containing the wavelet coefficients.

Author(s)

Baptiste Gregorutti

References

Percival, D. B. and Walden, A. T., Wavelet Methods for Time Series Analysis (2000), Cambridge University Press

See Also

hardThresholding,fpca

Examples

  data(toyRegFD)
  x <- toyRegFD$FDlist[[1]]

  design <- projectWavelet(xdata=x)
  print(colnames(design))

Example output

Loading required package: randomForest
randomForest 4.6-14
Type rfNews() to see new features/changes/bug fixes.
Loading required package: wmtsa
Loading required package: fda
Loading required package: splines
Loading required package: Matrix

Attaching package: 'fda'

The following object is masked from 'package:graphics':

    matplot

  [1] "s7"    "d7_0"  "d6_0"  "d6_1"  "d5_0"  "d5_1"  "d5_2"  "d5_3"  "d4_0" 
 [10] "d4_1"  "d4_2"  "d4_3"  "d4_4"  "d4_5"  "d4_6"  "d4_7"  "d3_0"  "d3_1" 
 [19] "d3_2"  "d3_3"  "d3_4"  "d3_5"  "d3_6"  "d3_7"  "d3_8"  "d3_9"  "d3_10"
 [28] "d3_11" "d3_12" "d3_13" "d3_14" "d3_15" "d2_0"  "d2_1"  "d2_2"  "d2_3" 
 [37] "d2_4"  "d2_5"  "d2_6"  "d2_7"  "d2_8"  "d2_9"  "d2_10" "d2_11" "d2_12"
 [46] "d2_13" "d2_14" "d2_15" "d2_16" "d2_17" "d2_18" "d2_19" "d2_20" "d2_21"
 [55] "d2_22" "d2_23" "d2_24" "d2_25" "d2_26" "d2_27" "d2_28" "d2_29" "d2_30"
 [64] "d2_31" "d1_0"  "d1_1"  "d1_2"  "d1_3"  "d1_4"  "d1_5"  "d1_6"  "d1_7" 
 [73] "d1_8"  "d1_9"  "d1_10" "d1_11" "d1_12" "d1_13" "d1_14" "d1_15" "d1_16"
 [82] "d1_17" "d1_18" "d1_19" "d1_20" "d1_21" "d1_22" "d1_23" "d1_24" "d1_25"
 [91] "d1_26" "d1_27" "d1_28" "d1_29" "d1_30" "d1_31" "d1_32" "d1_33" "d1_34"
[100] "d1_35" "d1_36" "d1_37" "d1_38" "d1_39" "d1_40" "d1_41" "d1_42" "d1_43"
[109] "d1_44" "d1_45" "d1_46" "d1_47" "d1_48" "d1_49" "d1_50" "d1_51" "d1_52"
[118] "d1_53" "d1_54" "d1_55" "d1_56" "d1_57" "d1_58" "d1_59" "d1_60" "d1_61"
[127] "d1_62" "d1_63"

RFgroove documentation built on May 2, 2019, 8:31 a.m.