Description Usage Arguments Value References See Also Examples
This function calculates wavelet variance confidence intervals for the unbiased and block averaged discrete wavelet variance estimates. Given var{tau(j)} are the time independent unbiased wavelet variance estimates at scales tau(j) where j are the decomposition levels, the approximate 100(1-2p)% confidence interval is given by
[n * var{tau(j)} / Q(1-p), n * var{tau(j)} / Q(p)]
where Q(p) is the p x 100 percentage point for a chi-squared distribution with n degrees of freedom distribution.
1 | wavVarConfidence(wvar, edof, probability=0.95)
|
wvar |
a vector containing the block-averaged unbiased wavelet variance estimates. |
edof |
a vector containing the equivalent degrees of freedom estimates. See |
probability |
the probability desired for the confidence
intervals. Supported probabilities are 0.005, .025, .05, .95, .975, and .995. Default: |
a list of the low and high confidence interval limits for levels 1,..., J.
D. B. Percival and A. T. Walden, Wavelet Methods for Time Series Analysis, Cambridge University Press, 2000.
1 2 3 4 5 6 | ## first calculate the EDOF for the ocean series
edof <- wavEDOF(ocean)
## calculate the 95% confidence intervals for EDOF
## mode 1
wavVarConfidence(edof$variance.unbiased, edof$EDOF1)
|
$low
d1 d2 d3 d4 d5 d6
0.0002188670 0.0004095004 0.0005177859 0.0016046008 0.0073935984 0.0374640518
d7 d8 d9
0.2767405883 0.6177730905 0.2316422362
$high
d1 d2 d3 d4 d5 d6
0.0002441741 0.0004766294 0.0006347376 0.0021258974 0.0125512133 0.0628178703
d7 d8 d9
0.6852965989 1.8740785294 1.5558890536
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.