batch_modwt_wvar_cpp {simts} | R Documentation |
Computes the MO/DWT wavelet variance for multiple processes
Description
Calculates the MO/DWT wavelet variance
Usage
batch_modwt_wvar_cpp(
signal,
nlevels,
robust,
eff,
alpha,
ci_type,
strWavelet,
decomp
)
Arguments
signal |
A matrix that contains the same number of observations per dataset
|
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 \left(1-p\right)\times \alpha confidence level
|
ci_type |
A string indicating the confidence interval being calculated. Valid value: "eta3"
|
strWavelet |
A string indicating the type of wave filter to be applied. Must be "haar"
|
decomp |
A string indicating whether to use "modwt" or "dwt" decomp
|
Details
This function processes the decomposition of multiple signals quickly
Value
A field<mat>
with the structure:
[Package
simts version 0.2.2
Index]