wave_variance: Generate a Wave Variance for a Univariate Time Series

View source: R/RcppExports.R

wave_varianceR Documentation

Generate a Wave Variance for a Univariate Time Series

Description

Computes an estimate of the wave variance

Usage

wave_variance(signal_modwt_bw, robust = FALSE, eff = 0.6)

Arguments

signal_modwt_bw

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

robust

A boolean to determine the type of wave estimation.

eff

A double that indicates the efficiency.

Value

A vec that contains the wave variance.


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