ci_eta3_robust: Generate eta3 robust confidence interval
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments

Description Usage Arguments Details Value Examples

Computes the eta3 robust CI

1	ci_eta3_robust(wv_robust, wv_ci_class, alpha_ov_2, eff)

`wv_robust`	A `vec` that computes the brickwalled modwt dot product of each wavelet coefficient divided by their length.
`wv_ci_class`	A `mat` that contains the CI mean, CI Lower, and CI Upper
`alpha_ov_2`	A `double` that indicates the (1-p)alpha* confidence level
`eff`	A `double` that indicates the efficiency.

Within this function we are scaling the classical

A matrix with the structure:

Column 1Robust Wavelet Variance
Column 2Chi-squared Lower Bounds
Column 3Chi-squared Upper Bounds

x = rnorm(100)
# Uses the internal MODWT function not associated with an S3 class.
decomp = modwt_cpp(x, filter_name = "haar", nlevels = 4, boundary = "periodic", brickwall = TRUE)
y = wave_variance(decomp, robust = TRUE,  eff = 0.6)
ci_wave_variance(decomp, y, type = "eta3", alpha_ov_2 = 0.025, robust = TRUE, eff = 0.6)