ci_wave_variance: Generate a Confidence intervval for a Univariate Time Series

View source: R/RcppExports.R

ci_wave_varianceR Documentation

Generate a Confidence intervval for a Univariate Time Series

Description

Computes an estimate of the multiscale variance and a chi-squared confidence interval

Usage

ci_wave_variance(
  signal_modwt_bw,
  wv,
  type = "eta3",
  alpha_ov_2 = 0.025,
  robust = FALSE,
  eff = 0.6
)

Arguments

signal_modwt_bw

A field<vec> that contains the brick walled modwt or dwt decomposition

wv

A vec that contains the wave variance.

type

A String indicating the confidence interval being calculated.

alpha_ov_2

A double that indicates the \left(1-p\right)*\alpha confidence level.

robust

A boolean to determine the type of wave estimation.

eff

A double that indicates the efficiency.

Details

This function can be expanded to allow for other confidence interval calculations.

Value

A matrix with the structure:

  • Column 1Wavelet Variance

  • Column 2Chi-squared Lower Bounds

  • Column 3Chi-squared Upper Bounds


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