R: Function called by makewpstRO to identify which packets are...

bestm {wavethresh} | R Documentation

## Function called by makewpstRO to identify which packets are individually good for correlating with a response

### Description

This function is used when you have a huge number of packets where you want to identify which ones are, individually, candidates for the good prediction of a response

### Usage

    bestm(w2mobj, y, percentage = 50)

### Arguments

`w2mobj` | The w2m object that contains the packets you wish to preselect
`y` | The response time series
`percentage` | The percentage of the w2m packets that you wish to select

### Details

This function naively addresses a very common problem. The object w2mobj contains a huge number of variables which might shed some light on the response object `y`. The problem is that the dimensionality of `w2mobj` is larger than that of the length of the series `y`.

The solution here is to choose a large, but not huge, subset of the variables that might be potentially useful in correlating with `y`, discard the rest, and return the "best" or preselected variables. Then the dimensionality is reduced and more sophisticated methods can be used to perform better quality modelling of the response `y` on the packets in `w2mobj`.

### Value

A list of class w2m with the following components:

`m` | A matrix containing the select packets (as columns), reordered so that the best packets come first
`ixvec` | A vector which indexes the best packets into the original supplied matrix
`pktix` | The original wavelet packet indices corresponding to each packet
`level` | As `pktix` but for the wavelet packet levels
`nlevelsWT` | The number of resolution levels in the original wavelet packet object
`cv` | The ordered correlations

### Author(s)

G P Nason

### See Also

`makewpstRO`

[Package wavethresh version 4.6.8 Index]