WaveShrink Objects

DESCRIPTION:

Objects of class waveshrink , waveshrink.rts or waveshrink.ts that are outcomes of WaveShrink procedure.

GENERATION:

Objects of class "waveshrink" , "waveshrink.rts" or "waveshrink.ts" may be returned from calling function waveshrink().

METHODS:

The classes "waveshrink" , "waveshrink.rts" and "waveshrink.ts" have methods for the following generic functions:

barplot, boxplot, eda.plot, stack.plot, summary.

barplot for each crystal, decomposes the energy into the energy attributable to signal and residual.

boxplot gives the boxplots of the raw.dwt object, see below for details.

eda.plot has an important argument residual. If residual=FALSE, eda.plot consists of four subplots: a stack.plot, a boxplot, a plot of raw.dwt below and a barplot; if residual=TRUE, eda.plot produces a residual plot, an ACF plot, a qqnorm plot and a histogram with density estimate superimposed.

stack.plot consists of three plots: data, signal and residual, and the sum of the latter two yields data.

summary contains the thresholds, the scale factors, number of non-zero coefficients by crystal, Shapiro-Wilk normality test and its P-value, Box-Ljung randomness test and its P-value.

STRUCTURE:

The "waveshrink" object is a "smoothed" signal with the following attributes:

VALUE:

raw.dwt
if the original input is a numeric vector or time series, this is a dwt object; otherwise, it is the original input x.
clean.dwt
shrunk raw.dwt object.
vscale
a vector of scales, same length as the number of crystals in raw.dwt.
thresh
a vector of thresholds, same length as the number of crystals in raw.dwt.
dfs
an integer vector of length M+2, where M is the total number of crystals in raw.dwt. The first M integers are the numbers of non-zero coefficients in the crystals, and the last two integers are the degrees of freedom used for computing the thresholds and the scale factors, respectively.

SEE ALSO:

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