wvar_cpp: Computes the (MODWT) wavelet variance
In simts: Time Series Analysis Tools
wvar_cpp R Documentation
Computes the (MODWT) wavelet variance
Description
Calculates the (MODWT) wavelet variance
Usage
wvar_cpp(signal_modwt_bw, robust, eff, alpha, ci_type)
Arguments
signal_modwt_bw
A field<vec> that contains the modwt decomposition after it has been brick walled.
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)*\alpha confidence level
ci_type
A String indicating the confidence interval being calculated. Valid value: "eta3"
Details
This function does the heavy lifting with the signal_modwt_bw
Value
A mat with the structure:
"variance"
Wavelet Variance
"low"
Lower CI
"high"
Upper CI
simts documentation built on Nov. 5, 2025, 7:17 p.m.
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| wvar_cpp | R Documentation |
Computes the (MODWT) wavelet variance
Description
Calculates the (MODWT) wavelet variance
Usage
wvar_cpp(signal_modwt_bw, robust, eff, alpha, ci_type)
Arguments
signal_modwt_bw |
A |
robust |
A |
eff |
A |
alpha |
A |
ci_type |
A |
Details
This function does the heavy lifting with the signal_modwt_bw
Value
A mat with the structure:
"variance" |
Wavelet Variance |
"low" |
Lower CI |
"high" |
Upper CI |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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