chooseLevel {TSEAL} | R Documentation |
Select the DWT level of decomposition based on wavelet filter, data series length and a user choice
chooseLevel(choice, filter, N)
choice |
Valid values:
|
filter |
Wavelet transform filter name. To see the available filters use
the function |
N |
Number of observations. Must be a positive integer |
Number of level of decomposition based in selection criteria
Percival, D. B. and A. T. Walden (2000) Wavelet Methods for Time Series Analysis. Cambridge: Cambridge University Press.
lev <- chooseLevel("conservative", "haar", 8)