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.

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)*\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:


[Package simts version 0.2.2 Index]