LSWPlib (version 0.1.0)

best.basis: Best basis selection from a dyadic tree

Description

best.basis returns a selection of packets from a dyadic tree where the selection is made by minimizing the cost functionals associated with each packet.

Usage

best.basis(wpc)

Arguments

wpc

this is a list containing the cost functionals associated with each packet. Each element in the list corresponds to a level of the dyadic tree.

Value

A matrix of two columns where each row refers to a different selected packet. The first index refers to the tree level, the second index refers to the packet within that level.

Details

The function implements best basis selection from an arbitrary tree. Typically this tree is produced by other functions in this package and this function is also used to produce a selected basis. Since best basis methods are of general interest this function has been exported for possible other uses.

References

A. Cardinali and G.P. Nason (2017). Locally Stationary Wavelet Packet Processes: Basis Selection and Model Fitting. Journal of Time Series Analysis, 38:2, 151-174.

See Also

LSWPbasis, LSWPspec.

Examples

# NOT RUN {
costs <- vector(mode = 'list', length = 4)
for(i in 1:4) costs[[i]] <- rnorm(2^i)^2
best.basis(wpc = costs)

# }