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2024-09-12 22:24:43 UTC

David Quintero on Nostr: After spending some time familiarising myself with pywavelets, I have found that an R ...

After spending some time familiarising myself with pywavelets, I have found that an R library (WaveletComp) is probably more convenient. It has confidence intervals (pywavelets not at the moment of writing), and the cone of influence seems to be automatic.

pywavelets is a generic tool for wavelets, while WaveComp is more focused on statistics for time series. I tend to go directly to Python, and I think I need to change my default when thinking in software to do somewhat advanced statistics.