I'm using the wavelets package, and noticed that when I try
library("wavelets")
x <- rnorm(100)
y <- idwt(dwt(x))
plot(x, y)
the reconstruction y
is apparently not equal to the original x
.
Is this to be expected?
For some context, I'm trying to do a (regularized) logistic regression using the wavelet transforms of a bunch of series. I then want to map the regression coefficient back into the original time series space, to see which time points were used in the discrimination.
But I can't seem to even reconstruct the original series. I might be completely misunderstanding things, can anyone shed some light on this?
Following the help file ?dwt
, you can modify your script, such as:
library(wavelets)
set.seed(42)
x <- rnorm(100)
y <- idwt(dwt(x, n.levels=3, boundary="reflection", fast=FALSE))
plot(x, y)
abline(0,1)