ci_eta3_robust: Generate eta3 robust confidence interval

In simts: Time Series Analysis Tools

Generate eta3 robust confidence interval

Description

Computes the eta3 robust CI

Usage

ci_eta3_robust(wv_robust, wv_ci_class, alpha_ov_2, eff)

Arguments

wv_robust	A vec that computes the brickwalled modwt dot product of each wavelet coefficient divided by their length.
wv_ci_class	A mat that contains the CI mean, CI Lower, and CI Upper
alpha_ov_2	A double that indicates the \left(1-p\right)*\alpha confidence level
eff	A double that indicates the efficiency.

Details

Within this function we are scaling the classical

Value

A matrix with the structure:

• Column 1Robust Wavelet Variance

• Column 2Chi-squared Lower Bounds

• Column 3Chi-squared Upper Bounds

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