wcore_spec: Extract Wavelet Denoised Series

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

Extract Wavelet Denoised Series

Description

This function computes the median series representing the wavelet-based signal estimation series for a specific condition.

Usage

wcore_spec(x, filterexpr)

Arguments

x	An object generated by the functions wcore_summary or wcore_summary_fcast.
filterexpr	A logical condition involving variables used in functions of type wav_args.

Value

A tibble

Examples

library(lubridate)

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)

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

core_wavelet <- wav_smooth(inf_head, wshr_obj)

core_wavelet2 <- wcore_table(core_wavelet, inf_head_ts)

x <- wcore_summary(core_wavelet2, inf_head)

wcore_spec(x, wavelet == "haar")

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