[R] how to pick equivalent degrees of freedom in a R package wmtsa

Moohwan Kim kmhlmj2 at gmail.com
Thu May 27 03:23:21 CEST 2010


Dear R family

I have a question as to how to get an answer I want to derive with the
outcome from R-package, "wmtsa".
My concern is that I want to decide equivalent degrees of freedom
(EDOF) based on the following outcome.

library(wmtsa)
W <- wavMODWT(X, wavelet="s8")
z1 <- wavEDOF(W)
print(z1)
#Intentionally, I do not assign n.levels and specify SDF.

The following is the outcome R gave out:
######################################################################
$EDOF1
         d1           d2           d3           d4           d5           d6
272462.52504 189076.44195  95736.37691  47830.40918  23593.41513  12409.42279
         d7           d8           d9          d10          d11          d12
 5977.28418   2887.81182   1408.06198    629.46550    368.87030    197.00823
        d13          d14          d15
  106.22607     29.75633     14.29115

$EDOF2
 [1] NA NA NA NA NA NA NA NA NA NA NA NA NA NA NA

$EDOF3
         d1           d2           d3           d4           d5           d6
2.079385e+05 1.039658e+05 5.197938e+04 2.598619e+04 1.298959e+04 6.491297e+03
         d7           d8           d9          d10          d11          d12
3.242148e+03 1.617574e+03 8.052871e+02 3.991436e+02 1.960718e+02 9.453589e+01
        d13          d14          d15
4.376794e+01 1.838397e+01 5.691986e+00

$variance.unbiased
         d1           d2           d3           d4           d5           d6
1.940001e+03 9.671358e+02 4.815657e+02 2.402054e+02 1.206654e+02 6.019255e+01
         d7           d8           d9          d10          d11          d12
3.021483e+01 1.518668e+01 7.709990e+00 3.859226e+00 1.850228e+00 9.825597e-01
        d13          d14          d15
4.609490e-01 6.416134e-02 1.513369e-02

$n.coeff
   d1     d2     d3     d4     d5     d6     d7     d8     d9    d10    d11
415877 415863 415835 415779 415667 415443 414995 414099 412307 408723 401555
  d12    d13    d14    d15
387219 358547 301203 186515

#########################################################################

How could I determine the equivalent degrees of freedom?

It would be great if you give me any suggestion.

best
moohwan



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