wccv: Cross Covariance of Matrix

In SMAC-Group/wv: Wavelet Variance

Cross Covariance of Matrix

Description

Calculates the Cross-covariance between multiple wavelet transfomations (dwt or modwt)

Usage

wccv(x, decomp = "modwt", filter = "haar", nlevels = NULL)

Arguments

x	A vector with dimensions N x M.
decomp	A string that indicates whether to use the "dwt" or "modwt" decomposition.
filter	A string that specifies what wavelet filter to use.
nlevels	An integer that indicates the level of decomposition. It must be less than or equal to floor(log2(length(x))).

Details

If nlevels is not specified, it is set to \left\lfloor {{{\log }_2}\left( {length\left( x \right)} \right)} \right\rfloor

Value

Returns a matrix of lists of all the possible pair cross-covariance, variance of each wavelet cross-covariance and its 95

Author(s)

Justin Lee

SMAC-Group/wv documentation built on Sept. 4, 2023, 5:15 a.m.