wpt.test(waveslim)
wpt.test()所属R语言包:waveslim
Testing the Wavelet Packet Tree for White Noise
白噪声测试的小波包树
译者:生物统计家园网 机器人LoveR
描述----------Description----------
A wavelet packet tree, from the discrete wavelet packet transform (DWPT), is tested node-by-node for white noise. This is the first step in selecting an orthonormal basis for the DWPT.
小波包树,从离散小波包变换(DWPT),测试节点的节点为白噪声。这是第一个步骤中选择一个标准正交为DWPT基础。
用法----------Usage----------
css.test(y)
entropy.test(y)
portmanteau.test(y, p = 0.05, type = "Box-Pierce")
参数----------Arguments----------
参数:y
wavelet packet tree (from the DWPT)
小波包树(从DWPT中)
参数:p
significance level
显着性水平
参数:taper
weight of cosine bell taper (cpgram.test only)
重量的余弦钟锥形(cpgram.test只有)
参数:type
"Box-Pierce" and other recognized (portmanteau.test only)
"Box-Pierce"和other确认(portmanteau.test只)
Details
详细信息----------Details----------
Top-down recursive testing of the wavelet packet tree is
自顶向下的递归检测的小波包树
值----------Value----------
Boolean vector of the same length as the number of nodes in the wavelet packet tree.
布尔向量小波包树中的节点的数目相同的长度。
(作者)----------Author(s)----------
B. Whitcher
参考文献----------References----------
Time Series: Theory and Methods, (2nd. edition), Springer-Verlag.
Techniques for testing the constancy of regression relationships over time, Journal of the Royal Statistical Society B, 37, 149-163.
Spectral Analysis for Physical Applications: Multitaper and Conventional Univariate Techniques, Cambridge University Press.
参见----------See Also----------
ortho.basis.
ortho.basis。
实例----------Examples----------
data(mexm)
J <- 6
wf <- "la8"
mexm.dwpt <- dwpt(mexm[-(1:4)], wf, J)
## Not implemented yet[#尚未实现]
## plot.dwpt(x.dwpt, J)[#plot.dwpt(x.dwpt,J)]
mexm.dwpt.bw <- dwpt.brick.wall(mexm.dwpt, wf, 6, method="dwpt")
mexm.tree <- ortho.basis(portmanteau.test(mexm.dwpt.bw, p=0.025))
## Not implemented yet[#尚未实现]
## plot.basis(mexm.tree)[#plot.basis(mexm.tree)]
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注:
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