Computes the (MODWT) wavelet covariance matrix using Chi-square confidence interval bounds

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Description

Calculates the (MODWT) wavelet covariance matrix using Chi-square confidence interval bounds

Usage

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fast_cov_cpp(ci_hi, ci_lo)

Arguments

ci_hi

A vec that contains the upper confidence interval points.

ci_lo

A vec that contains the lower confidence interval points.

Value

A diagonal matrix.

Examples

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## Not run: 
x=runif(100)
y=x+3
fast_cov_cpp(y,x)

## End(Not run)

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