modwt_wvar_cpp: Computes the (MODWT) wavelet variance

View source: R/RcppExports.R

modwt_wvar_cppR Documentation

Computes the (MODWT) wavelet variance

Description

Calculates the (MODWT) wavelet variance

Usage

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

Arguments

signal

A vec that contains the data.

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 powers the wvar object. It is also extendable...

Value

A mat with the structure:

  • "variance"Wavelet Variance

  • "low"Lower CI

  • "high"Upper CI


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