wvar_cpp: Computes the (MODWT) wavelet variance
In schoi355/gmwm: Generalized Method of Wavelet Moments

wvar_cpp

R Documentation

Computes the (MODWT) wavelet variance

Description

Calculates the (MODWT) wavelet variance

Usage

wvar_cpp(signal_modwt_bw, robust, eff, alpha, ci_type)

Arguments

`signal_modwt_bw`	A `field<vec>` that contains the modwt decomposition after it has been brick walled.
`robust`	A `boolean` that triggers the use of the robust estimate.
`eff`	A `double` that indicates the efficiency as it relates to an MLE.
`alpha`	A `double` that indicates the (1-p)alpha* confidence level
`ci_type`	A `String` indicating the confidence interval being calculated. Valid value: "eta3"

Details

This function does the heavy lifting with the signal_modwt_bw

Value

A mat with the structure:

"variance"Wavelet Variance
"low"Lower CI
"high"Upper CI

Examples

x = rnorm(100)
decomp = modwt_cpp(x, filter_name = "haar", nlevels = 4, boundary = "periodic", brickwall = TRUE)
wvar_cpp(decomp, robust=FALSE, eff=0.6, alpha = 0.05, ci_type="eta3")

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