wavsigmap-package: wavsigmap: Wavelet-Based Signal Estimation Map.

In nelson16silva/wavsigmap: Wavelet-Based Signal Estimation

wavsigmap: Wavelet-Based Signal Estimation Map.

Description

This package integrates in a single function several methods available in R packages for estimating wavelet-based signal. Wavelet shirinkage and threshold methods use a lot parameters. Then, a functional available in wavsigmap package combines them and allows one to estimate many models in an easy way. Such approach can help users in the task of choosing the appropriate wavelet model for a given specific target. An example is provided in the context of the output gap estimation.

Methods available

This package uses methods available in three other packages in R:

• wmtsa

• EbayesThresh

• wavethresh

See help page of the function signal for more details.

Author(s)

Maintainer: Nelson Silva [e-mail]

References

• Bernard W. Silverman, Ludger Evers, Kan Xu, Peter Carbonetto and Matthew Stephens (2017). EbayesThresh: Empirical Bayes Thresholding and Related Methods. R package version 1.4-12. https://CRAN.R-project.org/package=EbayesThresh

• Brandon Whitcher (2019). waveslim: Basic Wavelet Routines for One-, Two- And Three-Dimensional Signal Processing. R package version 1.7.5.1.
  https://CRAN.R-project.org/package=waveslim

• Guy Nason (2016). wavethresh: Wavelets Statistics and Transforms. R package version 4.6.8. https://CRAN.R-project.org/package=wavethresh

• William Constantine and Donald Percival (2017). wmtsa: Wavelet Methods for Time Series Analysis. R package version 2.0-3. https://CRAN.R-project.org/package=wmtsa

See Also

signal, map_wav_signal

nelson16silva/wavsigmap documentation built on March 7, 2023, 10:45 a.m.