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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
The text was updated successfully, but these errors were encountered:
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?
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
The text was updated successfully, but these errors were encountered: