wvar_cpp {simts} | 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.
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robust |
A boolean that triggers the use of the robust estimate.
|
eff |
A double that indicates the efficiency as it relates to an MLE.
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alpha |
A double that indicates the \left(1-p\right)*\alpha confidence level
|
ci_type |
A String indicating the confidence interval being calculated. Valid value: "eta3"
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Details
This function does the heavy lifting with the signal_modwt_bw
Value
A mat
with the structure:
[Package
simts version 0.2.2
Index]