wv_theo: Compute theroretical Wavelet Variance

In SMAC-Group/mgmwm: Multisignal GMWM

Description

Displays a plot of wavelet variances accounting for CI values.

Compute theroretical Wavelet Variance

Usage

## S3 method for class 'mimu'
plot(model, tau)

wv_theo(model, tau)

Arguments

model	A model object.
tau	A vector of 2^1:number of scales

Value

vector of theoretical Wavelet Variance for a given model

vector of theoretical Wavelet Variance for a given model

Author(s)

Stephane Guerrier, Nathanael Claussen, and Justin Lee

Stephane Guerrier, Nathanael Claussen, and Justin Lee

Examples

#' Xt = rnorm(n/4)
Yt = rnorm(n/2) + cumsum(rnorm(n/2, 0, 10^(-2)))
Zt = rnorm(n) + cumsum(rnorm(n, 0, 10^(-3)))
obj = make_mimu(Xt, Yt, Zt, freq = 100, unit = "s",
sensor.name = "MTiG - Gyro. X", exp.name = c("today", "yesterday", "a few days ago"))
model = AR1() + WN()

Extract the scales of first replicates of mimu object and compute tau
tau = mimu[[1]]$tau
wv_theo = function(model, tau)
#' Xt = rnorm(n/4)
Yt = rnorm(n/2) + cumsum(rnorm(n/2, 0, 10^(-2)))
Zt = rnorm(n) + cumsum(rnorm(n, 0, 10^(-3)))
obj = make_wvar_mimu_obj(Xt, Yt, Zt, freq = 100, unit = "s",
sensor.name = "MTiG - Gyro. X", exp.name = c("today", "yesterday", "a few days ago"))
model = AR1() + WN()

Extract the scales of first replicates of mimu object and compute tau
tau = 2^(1:length(sensor.name[[1]]$scales))
wv_theo = function(model, tau)

SMAC-Group/mgmwm documentation built on July 16, 2021, 1:17 a.m.