wav_smooth: Wavelet Smooth

In nelson16silva/wavcoreinf: Estimation and Evaluation of Wavelet Core Inflation Measures

Wavelet Smooth

Description

This functional is a generic function that computes wavelet-based signals by mapping diferent arguments that can be used directly or indirectly in functions wmta::wavShrink,
EbayesThresh::ebayesthresh.wavelet and wavethresh::threshold. Each estimated signal is a wavelet core inflation measure. wav_smooth calls smooth_wavelet for the estimation of the wavelet-based signal.

Usage

wav_smooth(x, y)

Arguments

x	A vector or a time series containing the data (headline inflation).
y	An object of class args_wshr, args_ebthr or args_wthr. Those objects can be obtained through functions wav_args_ebthr, wav_args_wshr and wav_args_wthr.

Value

A tibble containing the estimated wavelet-based signal (x_sm column). Arguments that are not presented in the tibble are the default ones of the respective function that generated the signal (wavelet core inflation).

See Also

smooth_wavelet, wav_args_ebthr, wav_args_wshr, wav_args_wthr.

Examples

wshr_obj <- wav_args_wshr(list(
  wavelet = c("haar", "d4", "d6", "d8", "s8"),
  n.level = 1:4
))

inf_head <- coreinf_br[["ipca"]]

wav_smooth(inf_head, wshr_obj)

nelson16silva/wavcoreinf documentation built on Feb. 17, 2025, 7:10 p.m.