Some equivalent function in R package ('wmtsa') not available in pywt, e.g. wavVar()

nigma / pywt

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Some equivalent function in R package ('wmtsa') not available in pywt, e.g. wavVar() #8

Closed fairymane closed 9 years ago

fairymane commented 10 years ago

Hi, I am trying to implement some wavelet analysis in Python for some R code wrote previously.

One function used in earlier R version code is discrete wavelet variance estimation ( 'wmtsa', page69,http://cran.r-project.org/web/packages/wmtsa/wmtsa.pdf). But I couldn't find equivalent function to implement in pywt package. Does any one knows alternative solution to that if I want to implement the similar function in Python?

Thanks! Tao

rgommers commented 9 years ago

The DWT based version might not be too hard to implement, but the R default is based on MODWT which is not present in PyWavelets. So that likely won't materialize any time soon. @fairymane do you have an idea about the performance difference between DWT and MODWT, and would DWT-based variance estimation be of use to you?

rgommers commented 9 years ago

Hi @fairymane, development has moved to https://github.com/PyWavelets/pywt, so I've moved your feature request there and am closing this issue. Thanks for your interest!