Description Usage Arguments Value Examples
Calculates the (MODWT) wavelet covariance matrix
1 2 | compute_cov_cpp(signal_modwt, nb_level, compute_v = "diag",
robust = TRUE, eff = 0.6)
|
signal_modwt |
A |
nb_level |
A |
compute_v |
A |
robust |
A |
eff |
A |
A field<mat>
containing the covariance matrix.
1 2 3 4 5 6 |
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