meanC: Functions to perform summary calculations of wavelet scales and energies resulting from complex-valued lifting transforms.
Description
To estimate the slope of the relationship between wavelet scale and wavelet energy, choices have to be made as to how these quantities are computed. Examples of these choices are
the functions listed here.
Usage
meanC(x)
meanmoC(x)
Value
A numeric value corresponding to the average (modulus) squared detail coefficient or scaled average (modulus squared detail coefficient.
Arguments
x
a vector of values, representing the integrals or detail coefficients in a particular artificial level
Author
Matt Nunes, Marina Knight
References
Knight, M. I and Nunes, M. A. (2018) Long memory estimation for complex-valued time series. Stat. Comput. (to appear). Online First Article:
DOI <doi:10.1007/s11222-018-9820-8>.
x<-rnorm(50,30,2)
y<-rnorm(50,30,2)
z<-complex(real=x,imaginary=y)
# calculate the average squared value of complex-valued vector (i.e. energy)
meanC(z)