chooseLevel {TSEAL}

Select the DWT level of decomposition based on wavelet filter, data series length and a user choice

Description

Select the DWT level of decomposition based on wavelet filter, data series length and a user choice

Usage

chooseLevel(choice, filter, N)

Arguments

choice

Valid values:

• "Conservative" : J < log_2 ( N / (L - 1) + 1)

• "Max" : J \leq log_2(N)

• "Supermax" : J \leq log_2(1.5 * N)

filter

Wavelet transform filter name. To see the available filters use the function availableFilters

N

Number of observations. Must be a positive integer

Value

Number of level of decomposition based in selection criteria

References

Percival, D. B. and A. T. Walden (2000) Wavelet Methods for Time Series Analysis. Cambridge: Cambridge University Press.

Examples

lev <- chooseLevel("conservative", "haar", 8)