modwt_wvar_cpp: Computes the (MODWT) wavelet variance

Description Usage Arguments Details Value

View source: R/RcppExports.R

Description

Calculates the (MODWT) wavelet variance

Usage

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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 (1-p)*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:


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