summary.LSWPbasis {LSWPlib}R Documentation

Summary method for Objects of Class LSWPbasis

Description

summary.LSWPbasis returns a table containing the wavelet packet basis and its wavelet packet bases index notation.

Usage

## S3 method for class 'LSWPbasis'
summary(object, ...)

Arguments

object

an object of class "LSWPbasis", typically (but not exclusively) returned by the function LSWPbasis.

...

not currently used.

Details

This function is used to print a wavelet packet basis with the wavelet packet basis index notation p = 1,2,...,|b|, where |b| is the number of packets in a wavelet packet basis as defined in Cardinali and Nason (2017). The doublets "j_p, i_p" refer, to the scale and packet index within each scale, respectively.

Value

Print an object of class LSWPbasis with LSWP basis notation.

Author(s)

Alessandro Cardinali

References

A. Cardinali and G.P. Nason (2017). Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting. Journal of Time Series Analysis, 38:2, 151-174.

See Also

LSWPbasis, best.basis

Examples


wpb <- LSWPbasis(x = sp500, wavelet = 'la8', lev.max = 4, smooth = TRUE, spa = 0.35)
summary(wpb)


[Package LSWPlib version 0.1.0 Index]