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simts

ci_eta3_robust

Generate eta3 robust confidence interval

Description

Computes the eta3 robust CI

Usage

ci_eta3_robust(wv_robust, wv_ci_class, alpha_ov_2, eff)

Arguments

wv_robust

A vec that computes the brickwalled modwt dot product of each wavelet coefficient divided by their length.
wv_ci_class

A mat that contains the CI mean, CI Lower, and CI Upper
alpha_ov_2

A double that indicates the (1-p)*alpha confidence level
eff

A double that indicates the efficiency.

Details

Within this function we are scaling the classical

Value

A matrix with the structure:

  • Column 1Robust Wavelet Variance

  • Column 2Chi-squared Lower Bounds

  • Column 3Chi-squared Upper Bounds

simts

Time Series Analysis Tools

v0.1.1
AGPL-3 | file LICENSE
Authors
Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]
Initial release
2019-07-21

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