batch_modwt_wvar_cpp: Computes the MO/DWT wavelet variance for multiple processes

In simts: Time Series Analysis Tools

Computes the MO/DWT wavelet variance for multiple processes

Description

Calculates the MO/DWT wavelet variance

Usage

batch_modwt_wvar_cpp(
  signal,
  nlevels,
  robust,
  eff,
  alpha,
  ci_type,
  strWavelet,
  decomp
)

Arguments

signal	A matrix that contains the same number of observations per dataset
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 \left(1-p\right)\times \alpha confidence level
ci_type	A string indicating the confidence interval being calculated. Valid value: "eta3"
strWavelet	A string indicating the type of wave filter to be applied. Must be "haar"
decomp	A string indicating whether to use "modwt" or "dwt" decomp

Details

This function processes the decomposition of multiple signals quickly

Value

A field<mat> with the structure:

• "variance"Wavelet Variance

• "low"Lower CI

• "high"Upper CI

simts documentation built on Aug. 31, 2023, 5:07 p.m.