Nothing
################################################
## WMTSA wavelet functionality
##
## Functions:
##
## wavBootstrap
## wavDWPTWhitest
##
################################################
###
# wavBootstrap
##
"wavBootstrap" <- function(x, white.indices=wavDWPTWhitest(x),
n.realization=1, wavelet="s8", n.level=NULL)
{
if (!is(x, "wavTransform")){
x <- create.signalSeries(x)
# choose to do a partial decomposition out to level J - 2
# where J is the maximum decomposition level.
# this leaves us with 4 coefficients at the last level.
# (any less and the sample with replacement scheme inherent
# in the bootstrapping process would not make sense).
max.level <- ilogb(length(x), base=2) - 2
if (is.null(n.level))
n.level <- max.level
if (n.level > max.level)
n.level <- max.level
# TODO: create.signalSeries in wavDWPT is producing
# Warning message:
# is.na() applied to non-(list or vector) in: is.na(x)
# but it doesn't show up if I use browser()! Odd.
x <- wavDWPT(x, wavelet=wavelet, n.levels=n.level)
}
# obtain the wavelet and scaling filters
filters <- x$dictionary$analysis.filter
zz <- lapply(x$data, as.matrix)
z <- itCall("RS_wavelets_bootstrap",
zz, list(filters$high,filters$low),
white.indices, n.realization)
#,
#COPY=rep(FALSE,4),
#CLASSES=c("list", "list", "matrix", "integer"),
#PACKAGE="ifultools")
z <- lapply(z, as.vector)
if (length(z) == 1)
z <- z[[1]]
z
}
###
# wavDWPTWhitest
##
"wavDWPTWhitest" <- function(x, significance=0.05, test="port2", wavelet="s8", n.level=NULL)
{
if (!is(x,"wavTransform")){
x <- create.signalSeries(x)
# choose to do a partial decomposition out to level J - 2
# where J is the maximum decomposition level.
# this leaves us with 4 coefficients at the last level.
# (any less and the sample with replacement scheme inherent
# in the bootstrapping process would not make sense).
max.level <- ilogb(length(x), base=2) - 2
if (is.null(n.level))
n.level <- max.level
if (n.level > max.level)
n.level <- max.level
x <- wavDWPT(x, wavelet=wavelet, n.levels=n.level)
}
white.noise.test <- switch(test,
port1= 0,
port2= 1,
port3= 2,
cumper= 3,
NULL)
if (is.null(white.noise.test))
stop("Unsupported white noise test type")
zz <- lapply(x$data, as.matrix)
z <- itCall("RS_wavelets_transform_packet_whitest",
zz, significance, white.noise.test)
#,
#COPY=rep(FALSE,3),
#CLASSES=c("list", "numeric", "integer"),
#PACKAGE="ifultools")
dimnames(z) <- list(c("level", "osc"), rep("",ncol(z)))
z
}
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