This function takes the whole set of nondecimated wavelet packets and selects those packets that correlate best with the "response" groups. The idea is to reduce the large dimensionality (number of packets) into something more manageable which can then be fed into a proper discriminator.
Best1DCols(w2d, mincor= 0.69999999999999996)A list with the following components:
The number of levels of the nondecimated wavelet packet encapsulator, w2d
The highest correlating packets, sorted according to decreasing correlation
The levels corresponding to the selected packets
The packet indices corresponding to the selected packets
The sorted correlations
The groups time series
An object that gets returned from a call to the
wpst2discr function which turns a wpst class
object into a regular multivariate matrix
The threshold above which variables (packets) get included into the final mix if their correlation with the groups variable is higher than this value.
G P Nason
This function is not intended for direct user use.
In this function, the w2d object contains a matrix where each
column contains the coefficients of a single packet from a
non-decimated wavelet packet transform. The number of rows of the
matrix is the same as the original time series and hence each
column can be correlated with a separate groups variable that
contains the group membership of a separate variable which changes
over time. Those packet columns that have correlation greater
than the mincor value are extracted and returned
in the BasisMatrix item of the returned list.
makewpstDO,wpst2discr