wcore_best_median: Compute Best (Median) Wavelet Series

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

Compute Best (Median) Wavelet Series

Description

wcore_best_median extracts the series of the best model computed by the function wcore_summary_best. If more than one model is selected, this function calculates the median of the models.

Usage

wcore_best_median(x)

Arguments

x	An object from wcore_summary_best.

Value

A tibble.

See Also

wcore_summary_best

Examples

library(lubridate)

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

inf_head <- coreinf_br[["ipca"]]

date_start <- coreinf_br[["date"]][1]
ts_start <- c(year(date_start), month(date_start))
inf_head_ts <- ts(inf_head, start = ts_start, frequency = 12)

core_wavelet <- wav_smooth(inf_head, wshr_obj)
core_wavelet2 <- wcore_table(core_wavelet, inf_head_ts)

# A more realistic estimation of the forecasting
# error could have h and k greather than 2 and 6.

err_wcore <- error_wave_summary(h = 2, x = wshr_obj,
                                y = inf_head, lags = lags(2,1),
                                k = 6, RMSE = TRUE)

wavcore_smry <- wcore_summary_fcast(inf_head, core_wavelet2, err_wcore)

x <- wcore_summary_best(wavcore_smry)

wcore_best_median(x)

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