ci_eta3: Generate eta3 confidence interval
In schoi355/gmwm: Generalized Method of Wavelet Moments

ci_eta3

R Documentation

Generate eta3 confidence interval

Description

Computes the eta3 CI

Usage

ci_eta3(y, dims, alpha_ov_2)

Arguments

`y`	A `vec` that computes the brickwalled modwt dot product of each wavelet coefficient divided by their length.
`dims`	A `String` indicating the confidence interval being calculated.
`alpha_ov_2`	A `double` that indicates the (1-p)alpha* confidence level

Value

A matrix with the structure:

Column 1Wavelet Variance
Column 2Chi-squared Lower Bounds
Column 3Chi-squared Upper Bounds

Examples

x = rnorm(100)
# Uses the internal MODWT function not associated with an S3 class.
decomp = modwt_cpp(x, filter_name = "haar", nlevels = 4, boundary = "periodic", brickwall = TRUE)
y = wave_variance(decomp)
ci_wave_variance(decomp, y, type = "eta3", alpha_ov_2 = 0.025)

schoi355/gmwm documentation built on April 11, 2022, 1:21 a.m.