Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

wvar_cpp

Computes the (MODWT) wavelet variance

Description

Calculates the (MODWT) wavelet variance

Usage

wvar_cpp(signal_modwt_bw, robust, eff, alpha, ci_type)

Arguments

signal_modwt_bw

A field<vec> that contains the modwt decomposition after it has been brick walled.
robust

A boolean that triggers the use of the robust estimate.
eff

A double that indicates the efficiency as it relates to an MLE.
alpha

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

A String indicating the confidence interval being calculated. Valid value: "eta3"

Details

This function does the heavy lifting with the signal_modwt_bw

Value

A mat with the structure:

  • "variance"Wavelet Variance

  • "low"Lower CI

  • "high"Upper CI

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

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.