simts: decomp_to_theo_wv – R documentation

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decomp_to_theo_wv

Decomposed WV to Single WV

Description

This function computes the combined processes to WV (haar) in a given model.

Usage

decomp_to_theo_wv(decomp)

Arguments

decomp

A mat with scales as rows and processes as columns

Value

A vec containing the wavelet variance of the process for the overall model

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