wave_variance {simts} | R Documentation |
Generate a Wave Variance for a Univariate Time Series
Description
Computes an estimate of the wave variance
Usage
wave_variance(signal_modwt_bw, robust = FALSE, eff = 0.6)
Arguments
signal_modwt_bw |
A field<vec> that contains the brick walled modwt or dwt decomposition
|
robust |
A boolean to determine the type of wave estimation.
|
eff |
A double that indicates the efficiency.
|
Value
A vec
that contains the wave variance.
[Package
simts version 0.2.2
Index]