ci_wave_variance {simts}R Documentation

Generate a Confidence intervval for a Univariate Time Series

Description

Computes an estimate of the multiscale variance and a chi-squared confidence interval

Usage

ci_wave_variance(
  signal_modwt_bw,
  wv,
  type = "eta3",
  alpha_ov_2 = 0.025,
  robust = FALSE,
  eff = 0.6
)

Arguments

signal_modwt_bw

A field<vec> that contains the brick walled modwt or dwt decomposition

wv

A vec that contains the wave variance.

type

A String indicating the confidence interval being calculated.

alpha_ov_2

A double that indicates the \left(1-p\right)*\alpha confidence level.

robust

A boolean to determine the type of wave estimation.

eff

A double that indicates the efficiency.

Details

This function can be expanded to allow for other confidence interval calculations.

Value

A matrix with the structure:


[Package simts version 0.2.2 Index]