[R-SIG-Finance] Continuous Wavelet tranform in Biwavelet Package

Michael Weylandt michael.weylandt at gmail.com
Wed Nov 9 05:42:58 CET 2016


I'm watching election results right now so can't answer. 

Keeping the list cc'd in case someone else can.  

> On Nov 8, 2016, at 10:37 PM, FMH <kagba2006 at yahoo.com> wrote:
> 
> Dear Michael,
> 
> Thank you for the comment. 
> 
> In this study, I want to capture the diurnal pattern (at period of 1 day) and I have 96 measurements for each day (15-minutes measurement).
> 
> How to define the correct code based on the above data?
> 
> The data is as attached and the current codes are as follows:
> 
> data <- read.csv("C:\\data.csv")
> attach(data)
> 
> library(biwavelet)
> dat <- cbind(1:length(data$Temp),data$Temp)
> wt.dat <- wt(dat)
> 
> par(mfrow=c(2,1))
> plot.ts(dat[,2])
> plot(wt.dat, plot.cb=TRUE, plot.phase=FALSE)
> 
> Thank you very much for your guideline.
> 
> Fir
> 
> 
> 
> On Saturday, November 5, 2016 4:53 AM, Michael Weylandt <michael.weylandt at gmail.com> wrote:
> 
> 
> Hi FMH,
> 
> Perhaps you could set up a minimal reproducible example [1,2] to help
> us answer your question.
> 
> Note that the biwavelet [sic] package has lots of examples that you
> can access. The most useful ones are probably found by running
> 
> example(wt)
> 
> and
> 
> example(biwavelet)
> 
> Cheers,
> Michael
> 
> [1] http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example
> [2] http://adv-r.had.co.nz/Reproducibility.html
> 
> On Fri, Nov 4, 2016 at 1:59 AM, FMH via R-SIG-Finance
> <r-sig-finance at r-project.org> wrote:
> > Dear All,
> > I have 15 minutes of temperature data for 3 years and would like calculate and plot the CWT using wt command in Biwavelet package.
> >
> > Appreciate if someone could tell me the way to define it in wt command.
> > Thank you,
> 
> >
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> >
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> 
> 
> 
> <data.csv>

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