generateStepDiscrim function

Generate StepDiscrim from raw data

This function allows to obtain in a single step the complete MultiWaveAnalysis and the selection of the most discriminating variables of the MultiWaveAnalysis.

generateStepDiscrim(
  series,
  labels,
  f,
  maxvars,
  VStep,
  lev = 0,
  features = c("Var", "Cor", "IQR", "PE", "DM"),
  nCores = 0
)

Arguments

• series: Sample from the population (dim x length x cases)
• labels: Labeled vector that classify the observations
• f: Selected filter for the MODWT (to see the available filters use the function availableFilters
• maxvars: Maximum number of variables included by the StepDiscrim algorithm (Note that if you defined this, can not define VStep). Must be a positive integer
• VStep: Minimum value of V above which all other variables are considered irrelevant and therefore will not be included. (Note that if you defined this, can not defined maxvars).Must be a positive number. For more information see StepDiscrim documentation.
• lev: Determines the number of decomposition levels for MODWT (by default the optimum is calculated). Must be a positive integer, where 0 corresponds to the default behavior.
• features: A list of characteristics that will be used for the classification process. To see the available features see availableFeatures
• nCores: Determines the number of processes that will be used in the function, by default it uses all but one of the system cores. Must be a positive integer, where 0 corresponds to the default behavior

Returns

A MultiWaveAnalysis with the most discriminant variables based on the features indicated.

Examples

load(system.file("extdata/ECGExample.rda",package = "TSEAL"))
# The dataset has the first 5 elements of class 1
# and the last 5 of class 2.
labels <- c(rep(1, 5), rep(2, 5))
MWADiscrim <- generateStepDiscrim(ECGExample, labels, "haar",
  features = c("Var"), maxvars = 5
)
# or using the VStep option
MWADiscrim <- generateStepDiscrim(ECGExample, labels, "haar",
 features = c("Var", "Cor"), VStep = 0.7
)

See Also

• MultiWaveAnalysis
• StepDiscrim
• StepDiscrimV