wvar: Wavelet Variance In gmwm: Generalized Method of Wavelet Moments

Description

Calculates the (MODWT) wavelet variance

Usage

 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 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

JJB

Examples

 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 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.