ci_eta3

A <code>vec</code> that computes the brickwalled modwt dot product of each wavelet coefficient divided by their length.

A <code>String</code> indicating the confidence interval being calculated.

dims

A <code>double</code> that indicates the \(\left(1-p\right)*\alpha\) confidence level

alpha_ov_2

internal

A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.

St<c3><a9>phane Guerrier

simts

Time Series Analysis Tools

James Balamuta

Roberto Molinari

Justin Lee

Yuming Zhang

Wenchao Yang

Nathanael Claussen

Yunxiang Zhang

Christian Gunning

Romain Francois

Ross Ihaka

R Core Team 

ci_eta3 function

Generate eta3 confidence interval — ci_eta3

Generate eta3 confidence interval

ci_eta3: Generate eta3 confidence interval

Description

Usage

Arguments

Value