Traders' Roundtable

Thanks a lot. I am quite aware of R, as forerunner of S and S-Plus, as well as Cran - I replaced both with Matlab ! The issue here is not so much in the testing and specification, rather the reproduction of the filter once the coefficients have been tested for and are known via this testing. I will ...

Thanks a lot - please calrify how 'down and dirty' we have to get to replicate the filter in the absence of matlab. Do you have a simple DB example to illustrate ?

many thanks

Does anyone have Wavelet experience. I am wanting to reproduce a wavelt filter, specifically Symlet4, level 5. I have the specicifcation from Matlab but wish to reproduce this filter outside the Matlab environment.
Has anyone worked on this type of issue before.

Many thanks