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Safe Wavelet Decomposition

Source: R/wavelet_decomposition.R
safe_wavelet_decompose.Rd

Safe Wavelet Decomposition

Usage

safe_wavelet_decompose(returns, n.levels = 4, wf = "la8")

Arguments

returns

Numeric vector of return data

n.levels

Number of wavelet decomposition levels (default: 4)

wf

Wavelet filter to use (default: "la8")

Value

List containing wavelet decomposition results

Examples

if (FALSE) { # \dontrun{
data <- rnorm(256)
wave <- safe_wavelet_decompose(data)
} # }