idj: Functions to perform summary calculations of wavelet scales...
In liftLRD: Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series
idj R Documentation
Functions to perform summary calculations of wavelet scales and energies.
Description
To estimate the slope of the relationship between wavelet scale and wavelet energy, choices have to be made as to how these quantities are computed. Examples of these choices are
the functions listed here.
Usage
idj(x, j)
meanj(x, j)
medj(x, j)
mean2(x)
mad2(x)
meanmo(x)
Arguments
x
a vector of values, representing the integrals or detail coefficients in a particular artificial level
j
the index of the artificial level.
Value
A numeric value corresponding to the average squared detail coefficient, squared mean absolute deviation, median scale etc.
Author(s)
Matt Nunes
References
Knight, M. I, Nason, G. P. and Nunes, M. A. (2017) A wavelet lifting approach to long-memory estimation. Stat. Comput. 27 (6), 1453–1471. DOI 10.1007/s11222-016-9698-2.
See Also
liftHurst
Examples
x<-rnorm(50,30,2)
# calculate the average squared value of x (i.e. energy)
mean2(x)
liftLRD documentation built on Sept. 17, 2023, 9:06 a.m.
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| idj | R Documentation |
Functions to perform summary calculations of wavelet scales and energies.
Description
To estimate the slope of the relationship between wavelet scale and wavelet energy, choices have to be made as to how these quantities are computed. Examples of these choices are the functions listed here.
Usage
idj(x, j)
meanj(x, j)
medj(x, j)
mean2(x)
mad2(x)
meanmo(x)
Arguments
x |
a vector of values, representing the integrals or detail coefficients in a particular artificial level |
j |
the index of the artificial level. |
Value
A numeric value corresponding to the average squared detail coefficient, squared mean absolute deviation, median scale etc.
Author(s)
Matt Nunes
References
Knight, M. I, Nason, G. P. and Nunes, M. A. (2017) A wavelet lifting approach to long-memory estimation. Stat. Comput. 27 (6), 1453–1471. DOI 10.1007/s11222-016-9698-2.
See Also
liftHurst
Examples
x<-rnorm(50,30,2)
# calculate the average squared value of x (i.e. energy)
mean2(x)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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