[R] denoising univariate data with wavelets

Jane Fridlyand janef at stat.berkeley.edu
Sun Oct 27 02:57:24 CET 2002

SORRY for the duplicate: sent to the wrong address the first time!!!


I am interested in a applying wavelets as a smoothing tool for my
(1-dimensional) data. I looked into wavetresh and waveslim packages but
could not quite figure out an obvious way to do this after running dwt or
wt functions. Would someone be able to point me in the right direction on
how to denoise univariate data using one of wavelet packages available in

Thank you very much


ps kalman filter does a good job on my data but tends to dampen spikes too
much so i was looking to compare its performance with wavelets denoising.

r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch

More information about the R-help mailing list