ci_wave_variance: Generate a Confidence interval for a Univariate Time Series

Description Usage Arguments Details Value

View source: R/RcppExports.R

Description

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

Usage

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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 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 (1-p)*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:


wv documentation built on Jan. 17, 2020, 1:07 a.m.