wvar: Wavelet Variance

In gmwm: Generalized Method of Wavelet Moments

Description

Calculates the (MODWT) wavelet variance

Usage

wvar(x, ...)

## S3 method for class 'lts'
wvar(x, decomp = "modwt", nlevels = NULL, alpha = 0.05,
  robust = FALSE, eff = 0.6, to.unit = NULL, ...)

## S3 method for class 'gts'
wvar(x, decomp = "modwt", nlevels = NULL, alpha = 0.05,
  robust = FALSE, eff = 0.6, to.unit = NULL, ...)

## Default S3 method:
wvar(x, decomp = "modwt", nlevels = NULL, alpha = 0.05,
  robust = FALSE, eff = 0.6, freq = 1, from.unit = NULL,
  to.unit = NULL, ...)

## S3 method for class 'imu'
wvar(x, decomp = "modwt", nlevels = NULL, alpha = 0.05,
  robust = F, eff = 0.6, to.unit = NULL, ...)

Arguments

x	A vector with dimensions N x 1, or a lts object, or a gts object, or a imu object.
...	Further arguments passed to or from other methods.
decomp	A string that indicates whether to use the "dwt" or "modwt" decomposition.
nlevels	An integer that indicates the level of decomposition. It must be less than or equal to floor(log2(length(x))).
alpha	A double that indicates the (1-p)*alpha confidence level
robust	A boolean that triggers the use of the robust estimate.
eff	A double that indicates the efficiency as it relates to an MLE.
to.unit	A string indicating the unit which the data is converted to.
freq	A numeric that provides the rate of samples.
from.unit	A string indicating the unit which the data is converted from.

Details

If 'nlevels' is not specified, it is set to floor(log2(length(x)))

Value

A list with the structure:

"variance"

Wavelet Variance

"ci_low"

Lower CI

"ci_high"

Upper CI

"robust"

Robust active

"eff"

Efficiency level for Robust

"alpha"

p value used for CI

"unit"

String representation of the unit

Author(s)

JJB

Examples

set.seed(999)
x = rnorm(100)
# Default
wvar(x)
# Robust
wvar(x, robust = TRUE, eff=0.3)
# 90% confidence interval
wvar(x, alpha = 0.10)

# IMU Object
## Not run: 
if(!require("imudata")){
   install_imudata()
   library("imudata")
}

data(imu6)
test = imu(imu6, gyros = 1:3, accels = 4:6, freq = 100)
df = wvar.imu(test)

## End(Not run)

gmwm documentation built on April 14, 2017, 4:38 p.m.