wave.var: Produces an estimate of the multiscale variance along with...
In zejiang-unsw/WASP: Wavelet System Prediction
wave.var R Documentation
Produces an estimate of the multiscale variance along with approximate confidence intervals.
Description
Produces an estimate of the multiscale variance along with approximate confidence intervals.
Usage
wave.var(x, type = "eta3", p = 0.025)
Arguments
x
DWT/MODWT/AT object
type
character string describing confidence interval calculation; valid methods are gaussian, eta1, eta2, eta3, nongaussian
p
(one minus the) two-sided p-value for the confidence interval
Value
Dataframe with as many rows as levels in the wavelet transform object. The first column provides the point estimate for the wavelet variance followed by the lower and upper bounds from the confidence interval.
References
Percival, D. B. (1995) Biometrika, 82, No. 3, 619-631.
zejiang-unsw/WASP documentation built on Dec. 23, 2024, 11:46 p.m.
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| wave.var | R Documentation |
Produces an estimate of the multiscale variance along with approximate confidence intervals.
Description
Produces an estimate of the multiscale variance along with approximate confidence intervals.
Usage
wave.var(x, type = "eta3", p = 0.025)
Arguments
x |
DWT/MODWT/AT object |
type |
character string describing confidence interval calculation; valid methods are gaussian, eta1, eta2, eta3, nongaussian |
p |
(one minus the) two-sided p-value for the confidence interval |
Value
Dataframe with as many rows as levels in the wavelet transform object. The first column provides the point estimate for the wavelet variance followed by the lower and upper bounds from the confidence interval.
References
Percival, D. B. (1995) Biometrika, 82, No. 3, 619-631.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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