waveletVar: Wavelet coefficients' variances.

In citiususc/fracdet: models 1/f noise + deterministic oscillations

Description

waveletVar computes the wavelet coefficients' variances of an object representing a wavelet transform in each of its resolution levels.

Usage

waveletVar(x)

Arguments

x	A wd object (see wd). The wavelet coefficients' variances are computed in each of the resolution levels of wd.

Details

In addition to the specific methods for the waveletVar class, all the methods for numeric vectors can be used with a waveletVar object.

Value

A S3 waveletVar object that stores the Wavelet coefficients' variances depending on the resolution level.

See Also

wtInfo, resolutionLevels, theoreticalWaveletVar, fracdet, estimateFbmPars

Examples

use_H = 0.3
fbm = fbmSim(n = 2 ^ 10, H = use_H)
w_fbm = wd(fbm, bc = "symmetric")
vpr = waveletVar(w_fbm)
plot(vpr)
# the theoreticalWaveletVar also returns a 'waveletVar' object:
theo_vpr = theoreticalWaveletVar(H = use_H, sigma2 = 1,
                                 family = wtInfo(vpr)[["family"]],
                                 filter_number = wtInfo(vpr)[["filter_number"]],
                                 nlevels = length(vpr))
points(theo_vpr, col = "red")

citiususc/fracdet documentation built on May 13, 2019, 7:30 p.m.