/** Adaptive wavelet-based bootstrapping.
* @source RS\_wav\_boot.c
* @author Copyright (c), 1988, 2006 Insightful Corp. All rights reserved.
* @usage #.Call( "RS_wavelets_bootstrap", dwpt, filters, white.indices, n.realization))#
* @return An R ... containing ...
* @param dwpt Pointer to an R object containing ... dwpt
* @param filters Pointer to an R object containing ... filters
* @param white.indices Pointer to an R object containing ... white.indices
* @param n.realization Pointer to an R object containing ... n.realization
* @see wavuniv_transform_packet_whitest
* @see wavuniv_transform_packet
* @see wavuniv_transform_packet_inverse
*/
EXTERN_R SEXP RS_wavelets_bootstrap(
SEXP pr_dwpt,
SEXP pr_filters,
SEXP pr_white_indices,
SEXP pr_n_realization )
{
SEXP pr_ret_result;
mat_set dwpt;
mat_set filters;
mat_set result;
mutil_data_type type;
mutil_errcode err;
sint32 n_realization;
univ_mat white_indices;
void *VPNULL = NULL;
memlist list;
/* Avoid lint warning */
(void) whatssi;
/* initialize memory list */
MEMLIST_INIT( list );
/* Conversion of input data ... */
/* ... pr_dwpt to dwpt */
READ_MATSET_REGISTER( pr_dwpt, MUTIL_DOUBLE, &dwpt );
/* ... pr_filters to filters */
READ_MATSET_REGISTER( pr_filters, MUTIL_DOUBLE, &filters );
/* ... pr_white_indices to white_indices */
READ_MATRIX_REGISTER( pr_white_indices, &white_indices );
/* ... pr_n_realization to n_realization */
SINT32_FROM_R( pr_n_realization, &n_realization );
/* Call the function */
err = wavuniv_bootstrap(
&dwpt,
&filters,
&white_indices,
n_realization,
VPNULL,
&result );
CONVERT_MATSET_AND_RETURN( wavuniv_bootstrap, &result, &pr_ret_result );
}
/** The maximum overlap discrete wavelet packet transform (MODWPT).
* @source RS\_wav\_modw.c
* @author Copyright (c), 1988, 2006 Insightful Corp. All rights reserved.
* @usage #itCall( "RS_wavelets_transform_maximum_overlap_packet", time.series, filters, n.level))#
* @return An R ... containing ...
* @param time.series Pointer to an R object containing ... time.series
* @param filters Pointer to an R object containing ... filters
* @param n.level Pointer to an R object containing ... n.level
* @see wavuniv_transform_maximum_overlap
* @see wavuniv_transform_maximum_overlap_inverse
* @see wavuniv_transform_packet_detail
*/
EXTERN_R SEXP RS_wavelets_transform_maximum_overlap_packet(
SEXP pr_time_series,
SEXP pr_filters,
SEXP pr_n_level )
{
SEXP pr_ret_result;
mat_set filters;
mat_set result;
mutil_data_type type;
mutil_errcode err;
sint32 n_level;
univ_mat time_series;
void *VPNULL = NULL;
memlist list;
/* Avoid lint warning */
(void) whatssi;
/* initialize memory list */
MEMLIST_INIT( list );
/* Conversion of input data ... */
/* ... pr_time_series to time_series */
READ_MATRIX_REGISTER( pr_time_series, &time_series );
/* ... pr_filters to filters */
READ_MATSET_REGISTER( pr_filters, MUTIL_DOUBLE, &filters );
/* ... pr_n_level to n_level */
SINT32_FROM_R( pr_n_level, &n_level );
/* Call the function */
err = wavuniv_transform_maximum_overlap_packet(
&time_series,
&filters,
n_level,
VPNULL,
&result );
CONVERT_MATSET_AND_RETURN( wavuniv_transform_maximum_overlap_packet, &result, &pr_ret_result );
}
/** The modulus maxima tree of a continuous wavelet transform.
* @source RRS\_wav\_wtmm.c
* @author Copyright (c), 1988, 2006 Insightful Corp. All rights reserved.
* @usage #.Call( "RS_wavelets_transform_continuous_wavelet_modulus_maxima_tree", wtmm.time.index, wtmm.scale.index, cwt, cwt.time, cwt.scale, bridge.gaps, n.octave.min, wtmm.strength.min))#
* @return An R ... containing ...
* @param wtmm.time.index Pointer to an R object containing ... wtmm.time.index
* @param wtmm.scale.index Pointer to an R object containing ... wtmm.scale.index
* @param cwt Pointer to an R object containing ... cwt
* @param cwt.time Pointer to an R object containing ... cwt.time
* @param cwt.scale Pointer to an R object containing ... cwt.scale
* @param bridge.gaps Pointer to an R object containing ... bridge.gaps
* @param n.octave.min Pointer to an R object containing ... n.octave.min
* @param wtmm.strength.min Pointer to an R object containing ... wtmm.strength.min
* @see wavuniv_transform_continuous_wavelet
* @see wavuniv_transform_continuous_wavelet_modulus_maxima
*/
EXTERN_R SEXP RS_wavelets_transform_continuous_wavelet_modulus_maxima_tree(
SEXP pr_wtmm_time_index,
SEXP pr_wtmm_scale_index,
SEXP pr_cwt,
SEXP pr_cwt_time,
SEXP pr_cwt_scale,
SEXP pr_bridge_gaps,
SEXP pr_n_octave_min,
SEXP pr_wtmm_strength_min )
{
boolean bridge_gaps;
double n_octave_min;
double wtmm_strength_min;
mat_set result;
memlist list;
mutil_data_type type;
mutil_errcode err;
SEXP pr_ret_result;
univ_mat cwt;
univ_mat cwt_scale;
univ_mat cwt_time;
univ_mat wtmm_scale_index;
univ_mat wtmm_time_index;
void *VPNULL = NULL;
/* Avoid lint warning */
(void) whatssi;
/* initialize memory list */
MEMLIST_INIT( list );
/* Conversion of input data ... */
READ_MATRIX_REGISTER( pr_wtmm_time_index, &wtmm_time_index );
READ_MATRIX_REGISTER( pr_wtmm_scale_index, &wtmm_scale_index );
READ_MATRIX_REGISTER( pr_cwt, &cwt );
READ_MATRIX_REGISTER( pr_cwt_scale, &cwt_scale );
READ_MATRIX_REGISTER( pr_cwt_time, &cwt_time );
/* ... pr_bridge_gaps to bridge_gaps */
BOOLEAN_FROM_R( pr_bridge_gaps, &bridge_gaps );
/* ... pr_n_octave_min to n_octave_min */
DOUBLE_FROM_R( pr_n_octave_min, &n_octave_min );
/* ... pr_wtmm_strength_min to wtmm_strength_min */
DOUBLE_FROM_R( pr_wtmm_strength_min, &wtmm_strength_min );
/* Call the function */
err = wavuniv_transform_continuous_wavelet_modulus_maxima_tree(
&(wtmm_time_index.mat.s32mat),
&(wtmm_scale_index.mat.s32mat),
&(cwt.mat.cpxmat),
&(cwt_time.mat.dblmat),
&(cwt_scale.mat.dblmat),
bridge_gaps,
n_octave_min,
wtmm_strength_min,
VPNULL,
&result );
CONVERT_MATSET_AND_RETURN( wavuniv_transform_continuous_wavelet_modulus_maxima_tree, &result, &pr_ret_result );
}
/** Local Lyapunov spectrum estimation.
* @source RS\_fra\_lyap.c
* @author Copyright (c), 1988, 2006 Insightful Corp. All rights reserved.
* @usage #.Call( "RS_fractal_local_lyapunov_spectrum", time.series, embedding.dimension, time.lag, orbital.lag, sampling.interval, local.dimension, polynomial.order, global.reference, n.reference.local, metric, scale))#
* @return An R ... containing ...
* @param time.series Pointer to an R object containing ... time.series
* @param embedding.dimension Pointer to an R object containing ... embedding.dimension
* @param time.lag Pointer to an R object containing ... time.lag
* @param orbital.lag Pointer to an R object containing ... orbital.lag
* @param sampling.interval Pointer to an R object containing ... sampling.interval
* @param local.dimension Pointer to an R object containing ... local.dimension
* @param polynomial.order Pointer to an R object containing ... polynomial.order
* @param global.reference Pointer to an R object containing ... global.reference
* @param n.reference.local Pointer to an R object containing ... n.reference.local
* @param metric Pointer to an R object containing ... metric
* @param scale Pointer to an R object containing ... scale
* @see frauniv_embed
* @see frauniv_dimension_correlation_summation
* @see frauniv_dimension_information
*/
EXTERN_R SEXP RS_fractal_local_lyapunov_spectrum(
SEXP pr_time_series,
SEXP pr_embedding_dimension,
SEXP pr_time_lag,
SEXP pr_orbital_lag,
SEXP pr_sampling_interval,
SEXP pr_local_dimension,
SEXP pr_polynomial_order,
SEXP pr_global_reference,
SEXP pr_n_reference_local,
SEXP pr_metric,
SEXP pr_scale )
{
SEXP pr_ret_result;
double sampling_interval;
fra_distance_metric metric;
mat_set result;
mutil_data_type type;
mutil_errcode err;
sint32 embedding_dimension;
sint32 local_dimension;
sint32 n_reference_local;
sint32 orbital_lag;
sint32 polynomial_order;
sint32 time_lag;
univ_mat global_reference;
univ_mat scale;
univ_mat time_series;
void *VPNULL = NULL;
memlist list;
/* Avoid lint warning */
(void) whatssi;
/* initialize memory list */
MEMLIST_INIT( list );
/* Conversion of input data ... */
/* ... pr_time_series to time_series */
READ_MATRIX_REGISTER( pr_time_series, &time_series );
/* ... pr_embedding_dimension to embedding_dimension */
SINT32_FROM_R( pr_embedding_dimension, &embedding_dimension );
/* ... pr_time_lag to time_lag */
SINT32_FROM_R( pr_time_lag, &time_lag );
/* ... pr_orbital_lag to orbital_lag */
SINT32_FROM_R( pr_orbital_lag, &orbital_lag );
/* ... pr_sampling_interval to sampling_interval */
DOUBLE_FROM_R( pr_sampling_interval, &sampling_interval );
/* ... pr_local_dimension to local_dimension */
SINT32_FROM_R( pr_local_dimension, &local_dimension );
/* ... pr_polynomial_order to polynomial_order */
SINT32_FROM_R( pr_polynomial_order, &polynomial_order );
/* ... pr_global_reference to global_reference */
READ_MATRIX_REGISTER( pr_global_reference, &global_reference );
/* ... pr_n_reference_local to n_reference_local */
SINT32_FROM_R( pr_n_reference_local, &n_reference_local );
/* ... pr_metric to metric */
DISTANCE_METRIC_FROM_R( pr_metric, &metric );
/* ... pr_scale to scale */
READ_MATRIX_REGISTER( pr_scale, &scale );
/* Call the function */
err = frauniv_local_lyapunov_spectrum(
&time_series,
embedding_dimension,
time_lag,
orbital_lag,
sampling_interval,
local_dimension,
polynomial_order,
&global_reference,
n_reference_local,
metric,
&scale,
VPNULL,
&result );
CONVERT_MATSET_AND_RETURN( frauniv_local_lyapunov_spectrum, &result, &pr_ret_result );
}
