wave_variance

A <code>field&lt;vec&gt;</code> that contains the brick walled modwt or dwt decomposition

signal_modwt_bw

A <code>boolean</code> to determine the type of wave estimation.

robust

A <code>double</code> that indicates the efficiency.

Computes an estimate of the wave variance

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 

wave_variance function

Generate a Wave Variance for a Univariate Time Series — wave_variance

Generate a Wave Variance for a Univariate Time Series

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wave_variance: Generate a Wave Variance for a Univariate Time Series

Description

Usage

Arguments

Value