| wpstREGR {wavethresh} | R Documentation |
Construct data frame using new time series using information from a previously constructed wpstRO object
Description
The makewpstRO function takes two time series,
performs a nondecimated wavelet packet transform with the "dependent"
variable one, stores the "best" packets (those that individually correlate
with the response series) and returns the data frame that contains the
response and the best packets. The idea is that the user then performs
some kind of modelling between response and packets. This function takes
a new "dependent" series and returns the best packets in a new data frame
in the same format as the old one. The idea is that the model and the new
data frame can be used together to predict new values for the response
Usage
wpstREGR(newTS, wpstRO)
Arguments
newTS |
The new "dependent" time series |
wpstRO |
The previously constructed wpstRO object made by
|
Details
Description says it all
Value
New values of the response time series
Author(s)
G P Nason
References
See reference to Nason and Sapatinas paper in the help for
makewpstRO.
See Also
Examples
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# See extended example in makewpstRO help, includes example of using this fn
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