# wvar: Wavelet Variance In wv: Wavelet Variance

 wvar R Documentation

## Wavelet Variance

### Description

Calculates the (MO)DWT wavelet variance

### Usage

wvar(x, ...)

## S3 method for class 'lts'
wvar(
x,
decomp = "modwt",
filter = "haar",
nlevels = NULL,
alpha = 0.05,
robust = FALSE,
eff = 0.6,
to.unit = NULL,
...
)

## S3 method for class 'gts'
wvar(
x,
decomp = "modwt",
filter = "haar",
nlevels = NULL,
alpha = 0.05,
robust = FALSE,
eff = 0.6,
to.unit = NULL,
...
)

## S3 method for class 'ts'
wvar(
x,
decomp = "modwt",
filter = "haar",
nlevels = NULL,
alpha = 0.05,
robust = FALSE,
eff = 0.6,
to.unit = NULL,
...
)

## S3 method for class 'imu'
wvar(
x,
decomp = "modwt",
filter = "haar",
nlevels = NULL,
alpha = 0.05,
robust = FALSE,
eff = 0.6,
to.unit = NULL,
...
)

## Default S3 method:
wvar(
x,
decomp = "modwt",
filter = "haar",
nlevels = NULL,
alpha = 0.05,
robust = FALSE,
eff = 0.6,
freq = 1,
from.unit = NULL,
to.unit = NULL,
...
)

### Arguments

 x A vector with dimensions N x 1. ... Further arguments passed to or from other methods. decomp A string that indicates whether to use a "dwt" or "modwt" decomposition. filter A string that specifies which wavelet filter to use. nlevels An integer that indicates the level of decomposition. It must be less than or equal to floor(log2(length(x))). alpha A double that specifies the significance level which in turn specifies the 1-\alpha confidence level. robust A boolean that triggers the use of the robust estimate. eff A double that indicates the efficiency as it relates to an MLE. to.unit A string indicating the unit to which the data is converted. freq A numeric that provides the rate of samples. from.unit A string indicating the unit from which the data is converted.

### Details

The default value of nlevels will be set to \left\lfloor {{{\log }_2}\left( {length\left( x \right)} \right)} \right\rfloor, unless otherwise specified.

### Value

A list with the structure:

• "variance": Wavelet Variance

• "ci_low": Lower CI

• "ci_high": Upper CI

• "robust": Robust active

• "eff": Efficiency level for Robust calculation

• "alpha": p value used for CI

• "unit": String representation of the unit

### Author(s)

James Balamuta, Justin Lee and Stephane Guerrier

### Examples

set.seed(999)
x = rnorm(100)

# Default
wvar(x)

# Robust
wvar(x, robust = TRUE, eff=0.3)

# Classical
wvar(x, robust = FALSE, eff=0.3)

# 90% Confidence Interval
wvar(x, alpha = 0.10)

wv documentation built on Aug. 31, 2023, 9:08 a.m.