[R] Wavelet Package for Time Series

[Jeff Newmiller]

Any question about "best" implies an optimization function that will almost certainly vary depending on what you are interested in... please avoid asking such questions.

You probably ought to peruse the CRAN time series Task View [1] and try out some options.

[1] https://cran.r-project.org/web/views/TimeSeries.html

On October 13, 2018 1:16:46 PM PDT, mikorym via R-help <r-help using r-project.org> wrote:
>Hi R-help
>
>Are there any R users that can tell me which of the wavelet packages
>are the "best" to use? By this I mean ones that are being maintained,
>or e.g., work well with ggplot2 or otherwise have specific advantages
>to use.
>
>I have seen for example that WaveThresh has an accompanying book.
>
>In terms of being up to date, however, it seems like python may be a
>better option. Although, sometimes more recent does not mean better.
>
>My first use case would be to model time series data.
>
>Thanks you in advance,
>Phillip
>
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-- 
Sent from my phone. Please excuse my brevity.