[R] ??: Re: Need help in waveslim package: imodwt and universal.thresh.modwt

rdporto1 rdporto1 at terra.com.br
Tue Nov 14 11:47:35 CET 2006


Airon,

I used R2.4.0 on a Windows XP (SP2) (not Chinese :-))
and it still works:

> data = read.csv("u:/airon.csv")
> xdata = data$Adj..Close
> modwt.la8 = modwt(xdata, "la8", n.level=6)
> summary(modwt.la8)
   Length Class  Mode   
d1 1467   -none- numeric
d2 1467   -none- numeric
d3 1467   -none- numeric
d4 1467   -none- numeric
d5 1467   -none- numeric
d6 1467   -none- numeric
s6 1467   -none- numeric
> ydata = imodwt(modwt.la8)
> summary(ydata)
   Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
  37.35   57.56   67.93   67.31   78.32  104.90 
> max(ydata-xdata)
[1] 2.957279e-11

Can you provide a simple program and the resulting
messages showing that it doesn't work?

Rogerio.


---------- Cabeçalho original -----------

De: "Airon Yiu" aironyiu at yahoo.com.hk
Para: "rdporto1" rdporto1 at terra.com.br
Cópia: "r-help" r-help at stat.math.ethz.ch
Data: Tue, 14 Nov 2006 13:56:51 +0800 (CST)
Assunto: ??: Re:[R] Need help in waveslim package: imodwt and universal.thresh.modwt

> Hi  Rogerio:
>    
>   I am using Waveslim 1.5 on R 2.3.0, running on Chinese WinXP (SP2).  
>    
>   The data, attached in the CSV file, is a stock data (0001 from Hong Kong) downloaded from Yahoo!Finance.  The time series data are the Adj. Close prices (last column) from 4-Jan-00 to 30-Nov-2005.
>    
>   The waveslim mra rountines are working fine on these data.
>    
>   Thks



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