brick_wall

Removes the first n wavelet coefficients.

internal

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

Stéphane Guerrier

James Balamuta

Roberto Molinari

Justin Lee

Lionel Voirol

Yuming Zhang

Wenchao Yang

Nathanael Claussen

Yunxiang Zhang

Christian Gunning

Romain Francois

Ross Ihaka

R Core Team 

brick_wall function

<dl><dt>x</dt>
<dd>A <code>field&lt;vec&gt;</code> that contains the nlevel decomposition using either modwt or dwt.</dd>
<dt>wave_filter</dt>
<dd>A <code>field&lt;vec&gt;</code> containing filter information. Only "haar" is implemented.</dd>
<dt>method</dt>
<dd>A <code>string</code> to describe the mode. Choose between "modwt" and "dwt"</dd></dl>

Arguments

Removal of Boundary Wavelet Coefficients — brick_wall

<dl>

<dt>x</dt>
<dd>A <code>field&lt;vec&gt;</code> that contains the nlevel decomposition using either modwt or dwt.</dd>


<dt>wave_filter</dt>
<dd>A <code>field&lt;vec&gt;</code> containing filter information. Only "haar" is implemented.</dd>


<dt>method</dt>
<dd>A <code>string</code> to describe the mode. Choose between "modwt" and "dwt"</dd>

</dl>

Removal of Boundary Wavelet Coefficients

brick_wall: Removal of Boundary Wavelet Coefficients

Description

Usage

Value

Arguments

Details