Wavelet Package for Time Series

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Wavelet Package for Time Series

R help mailing list-2
Hi R-help

Are there any R users that can tell me which of the wavelet packages are the "best" to use? By this I mean ones that are being maintained, or e.g., work well with ggplot2 or otherwise have specific advantages to use.

I have seen for example that WaveThresh has an accompanying book.

In terms of being up to date, however, it seems like python may be a better option. Although, sometimes more recent does not mean better.

My first use case would be to model time series data.

Thanks you in advance,
Phillip

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Re: Wavelet Package for Time Series

Bert Gunter-2
I cannot provide any specific info, but as a matter of policy, packages on
CRAN *must* meet their required maintenance standards (compatibility with
current R version, run on different OS's, etc.)  or they are removed from
CRAN. This is not necessarily so for packages on other repos, e.g. github.

Cheers,
Bert

Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )


On Sat, Oct 13, 2018 at 1:17 PM mikorym via R-help <[hidden email]>
wrote:

> Hi R-help
>
> Are there any R users that can tell me which of the wavelet packages are
> the "best" to use? By this I mean ones that are being maintained, or e.g.,
> work well with ggplot2 or otherwise have specific advantages to use.
>
> I have seen for example that WaveThresh has an accompanying book.
>
> In terms of being up to date, however, it seems like python may be a
> better option. Although, sometimes more recent does not mean better.
>
> My first use case would be to model time series data.
>
> Thanks you in advance,
> Phillip
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

        [[alternative HTML version deleted]]

______________________________________________
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and provide commented, minimal, self-contained, reproducible code.
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Re: Wavelet Package for Time Series

Jeff Newmiller
In reply to this post by R help mailing list-2
Any question about "best" implies an optimization function that will almost certainly vary depending on what you are interested in... please avoid asking such questions.

You probably ought to peruse the CRAN time series Task View [1] and try out some options.

[1] https://cran.r-project.org/web/views/TimeSeries.html

On October 13, 2018 1:16:46 PM PDT, mikorym via R-help <[hidden email]> wrote:

>Hi R-help
>
>Are there any R users that can tell me which of the wavelet packages
>are the "best" to use? By this I mean ones that are being maintained,
>or e.g., work well with ggplot2 or otherwise have specific advantages
>to use.
>
>I have seen for example that WaveThresh has an accompanying book.
>
>In terms of being up to date, however, it seems like python may be a
>better option. Although, sometimes more recent does not mean better.
>
>My first use case would be to model time series data.
>
>Thanks you in advance,
>Phillip
>
>______________________________________________
>[hidden email] mailing list -- To UNSUBSCRIBE and more, see
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide
>http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.

--
Sent from my phone. Please excuse my brevity.

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
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and provide commented, minimal, self-contained, reproducible code.
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Re: [FORGED] Re: Wavelet Package for Time Series

Rolf Turner

On 10/14/2018 01:26 PM, Jeff Newmiller wrote:

> Any question about "best" implies an optimization function that will
> almost certainly vary depending on what you are interested in ...
> please avoid asking such questions.

Fortune nomination.

cheers,

Rolf

--
Technical Editor ANZJS
Department of Statistics
University of Auckland
Phone: +64-9-373-7599 ext. 88276

______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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