[R] package "wmtsa": how to set up the Tolerance vector to detect time series peaks blindly

mauede at alice.it mauede at alice.it
Thu Mar 25 00:06:38 CET 2010


In my previous experience with wmtsa function wavCWTPeaks I realized the Tolerance vector passed to the multi-scale decomposition function "wavCWTTree" is crucial for detecting the time series extrema and prevent the R script from aborting.
By trial & error I recently managed to figure out the Tolerance vector values in a single case (please see attachments).
I am looking for some criteria, possibly based on the CWT results, to make this choice automatic.
Any suggestion and/or comment is welcome.
 Thank you in advance,
   Maura E. 
 



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