SimulatedSmoothSeries: Simulated Wavelet-Smoothed Series
In WiSEBoot: Wild Scale-Enhanced Bootstrap
Description
Usage
Format
Details
References
Description
A matrix containing some simulated, smooth data series. The smooth series are contained in the columns, and the data observations in the rows. An inverse wavelet decomposition of the series exactly yields thresholded coefficients at the specified level (J0=j).
Usage
1
data("SimulatedSmoothSeries")
Format
The format is:
num [1:1024, 1:9] -0.00934 -0.00934 -0.00935 -0.00935 -0.00935 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr [1:9] "J0.0" "J0.1" "J0.2" "J0.3" ...
Details
The columns contain series created by different wavelet coefficient threshold levels. Smoothed series are available for thresholds of J0 in {0, 1, 2, 3, 4, 5, 6, 7, 8}. The rows are the data observations. Thus, each smooth series is of length 2^{10}=1024.
The names of each column indicate the threshold (J0). For example, the 3rd column, named J0.2, has a threshold of J0=2, and thus 0-valued wavelet coefficients for all mother wavelet coefficients finer than level 2.
These smooth series were generated using 'wd' and 'wr' with the family="DaubLeAsymm", filter.number=8, bc="periodic" options in the 'wavethresh' package.
References
The user may want these smooth series to aid in simulations with this package.
Also see wavethresh-package
WiSEBoot documentation built on May 2, 2019, 12:35 p.m.
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Description Usage Format Details References
Description
A matrix containing some simulated, smooth data series. The smooth series are contained in the columns, and the data observations in the rows. An inverse wavelet decomposition of the series exactly yields thresholded coefficients at the specified level (J0=j).
Usage
1 | data("SimulatedSmoothSeries")
|
Format
The format is:
num [1:1024, 1:9] -0.00934 -0.00934 -0.00935 -0.00935 -0.00935 ...
- attr(*, "dimnames")=List of 2
..$ : NULL
..$ : chr [1:9] "J0.0" "J0.1" "J0.2" "J0.3" ...
Details
The columns contain series created by different wavelet coefficient threshold levels. Smoothed series are available for thresholds of J0 in {0, 1, 2, 3, 4, 5, 6, 7, 8}. The rows are the data observations. Thus, each smooth series is of length 2^{10}=1024.
The names of each column indicate the threshold (J0). For example, the 3rd column, named J0.2, has a threshold of J0=2, and thus 0-valued wavelet coefficients for all mother wavelet coefficients finer than level 2.
These smooth series were generated using 'wd' and 'wr' with the family="DaubLeAsymm", filter.number=8, bc="periodic" options in the 'wavethresh' package.
References
The user may want these smooth series to aid in simulations with this package.
Also see wavethresh-package
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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