Create Multiscale Networks
Usage
create_multiscale_networks(returns, wave_decomp, params)
Arguments
- returns
Return data matrix
- wave_decomp
Wavelet decomposition list
- params
List with n_levels and tau_levels
Value
List of networks and metrics
Examples
if (FALSE) { # \dontrun{
data <- matrix(rnorm(300), ncol = 3)
wave <- lapply(1:ncol(data), function(i) wavelet_decompose(data[,i]))
params <- list(n_levels = 4, tau_levels = c(0.1, 0.5, 0.9))
networks <- create_multiscale_networks(data, wave, params)
} # }