# wvar: Wavelet Variance In wv: Wavelet Variance

## Description

Calculates the (MO)DWT wavelet variance

## Usage

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68``` ```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-α 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 floor(log2(length(x))), 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

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14``` ```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 Jan. 17, 2020, 1:07 a.m.