gmwm: Generalized Method of Wavelet Moments

Description Usage Arguments Details Value Examples

Calculates the MO/DWT wavelet variance

1 2	batch_modwt_wvar_cpp(signal, nlevels, robust, eff, alpha, ci_type, strWavelet, decomp)

`signal`	A `matrix` that contains the same number of observations per dataset
`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

This function processes the decomposition of multiple signals quickly

A field<mat> with the structure:

"variance"Wavelet Variance
"low"Lower CI
"high"Upper CI

x = cbind(rnorm(100),rnorm(100))
batch_modwt_wvar_cpp(x, nlevels=4, robust=FALSE, eff=0.6, 
                     alpha = 0.05, ci_type="eta3", strWavelet="haar", 
                     decomp="modwt")