idj: Functions to perform summary calculations of wavelet scales...

In nunesmatt/liftLRD: Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series

Description

To estimate the slope of the relationship between wavelet scale and wavelet energy, choices have to be made as to how these quantities are computed. Examples of these choices are the functions listed here.

Usage

idj(x, j) 
meanj(x, j) 
medj(x, j) 
mean2(x) 
mad2(x) 
meanmo(x) 

Arguments

x	a vector of values, representing the integrals or detail coefficients in a particular artificial level
j	the index of the artificial level.

Value

A numeric value corresponding to the average squared detail coefficient, squared mean absolute deviation, median scale etc.

Author(s)

Matt Nunes

References

Knight, M. I, Nason, G. P. and Nunes, M. A. (2017) A wavelet lifting approach to long-memory estimation. Stat. Comput. 27 (6), 1453–1471. DOI 10.1007/s11222-016-9698-2.

See Also

liftHurst

Examples

x<-rnorm(50,30,2)

# calculate the average squared value of x (i.e. energy)

mean2(x)

nunesmatt/liftLRD documentation built on May 15, 2019, 4:16 p.m.