Description Usage Arguments Details Value Author(s) Examples
Calculates the (MODWT) wavelet variance
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 | 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, ...)
## 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, ...)
## S3 method for class 'imu'
wvar(x, decomp = "modwt", filter = "haar",
nlevels = NULL, alpha = 0.05, robust = F, eff = 0.6,
to.unit = NULL, ...)
|
x |
A |
... |
Further arguments passed to or from other methods. |
decomp |
A |
filter |
A |
nlevels |
An |
alpha |
A |
robust |
A |
eff |
A |
to.unit |
A |
freq |
A |
from.unit |
A |
If nlevels
is not specified, it is set to floor(log2(length(x)))
A list
with the structure:
Wavelet Variance
Lower CI
Upper CI
Robust active
Efficiency level for Robust
p value used for CI
String representation of the unit
JJB
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | set.seed(999)
x = rnorm(100)
# Default
wvar(x)
# Robust
wvar(x, robust = TRUE, eff=0.3)
# 90% confidence interval
wvar(x, alpha = 0.10)
# IMU Object
## Not run:
if(!require("imudata")){
install_imudata()
library("imudata")
}
data(imu6)
test = imu(imu6, gyros = 1:3, accels = 4:6, freq = 100)
df = wvar.imu(test)
## End(Not run)
|
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