[R] Fast continious wavelet transformation (CWT) and plot?

stvienna wiener stvienna at gmail.com
Tue Nov 22 16:18:59 CET 2016


Dear all,

This is my test code:

library(wmtsa)
sunspotsLong <- rep(sunspots, times=3000) ## try "times=30" (or 300)

sunspots.cwt <- wavCWT(sunspotsLong)
plot(sunspots.cwt, series=TRUE)

If you adapt times in the second line with "30", the code works. But 300 or
3000 not so much.

Are there more faster ways to calculate the CWT? Different packages that
are better for the continious wavelet transform?

My real time series has around 1 Million observations.


Stefan

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