create_wvar

A <code>matrix</code> with dimensions N x 3 that contains Wavelet Variance, Lower CI, and Upper CI.

A <code>string</code> that indicates whether to use a "dwt" or "modwt" decomposition.

decomp

A <code>string</code> that specifies the type of wavelet filter used in the decomposition.

filter

A <code>boolean</code> that triggers the use of the robust estimate.

robust

A <code>double</code> that indicates the efficiency as it relates to an MLE.

A <code>double</code> that specifies the significance level which in turn specifies the \(1-\alpha\) confidence level.

alpha

A <code>vec</code> that contains the amount of decomposition performed at each level.

scales

A <code>string</code> that indicates the unit expression of the frequency.

unit

Structures elements into a <code>wvar</code> object

internal

Provides a series of tools to compute and plot quantities related to classical and robust wavelet variance for time series and regular lattices. More details can be found, for example, in Serroukh, A., Walden, A.T., & Percival, D.B. (2000) <doi:10.2307/2669537> and Guerrier, S. & Molinari, R. (2016) <arXiv:1607.05858>.

St<c3><a9>phane Guerrier

Wavelet Variance

Stéphane Guerrier

James Balamuta

Justin Lee

Roberto Molinari

Yuming Zhang

Nathanael Claussen

Haotian Xu

Lionel Voirol

create_wvar function

<dl><dt>obj</dt>
<dd>A <code>matrix</code> with dimensions N x 3 that contains Wavelet Variance, Lower CI, and Upper CI.</dd>
<dt>decomp</dt>
<dd>A <code>string</code> that indicates whether to use a "dwt" or "modwt" decomposition.</dd>
<dt>filter</dt>
<dd>A <code>string</code> that specifies the type of wavelet filter used in the decomposition.</dd>
<dt>robust</dt>
<dd>A <code>boolean</code> that triggers the use of the robust estimate.</dd>
<dt>eff</dt>
<dd>A <code>double</code> that indicates the efficiency as it relates to an MLE.</dd>
<dt>alpha</dt>
<dd>A <code>double</code> that specifies the significance level which in turn specifies the \(1-\alpha\) confidence level.</dd>
<dt>scales</dt>
<dd>A <code>vec</code> that contains the amount of decomposition performed at each level.</dd>
<dt>unit</dt>
<dd>A <code>string</code> that indicates the unit expression of the frequency.</dd></dl>

Arguments

Create a wvar object — create_wvar

<dl>

<dt>obj</dt>
<dd>A <code>matrix</code> with dimensions N x 3 that contains Wavelet Variance, Lower CI, and Upper CI.</dd>


<dt>decomp</dt>
<dd>A <code>string</code> that indicates whether to use a "dwt" or "modwt" decomposition.</dd>


<dt>filter</dt>
<dd>A <code>string</code> that specifies the type of wavelet filter used in the decomposition.</dd>


<dt>robust</dt>
<dd>A <code>boolean</code> that triggers the use of the robust estimate.</dd>


<dt>eff</dt>
<dd>A <code>double</code> that indicates the efficiency as it relates to an MLE.</dd>


<dt>alpha</dt>
<dd>A <code>double</code> that specifies the significance level which in turn specifies the \(1-\alpha\) confidence level.</dd>


<dt>scales</dt>
<dd>A <code>vec</code> that contains the amount of decomposition performed at each level.</dd>


<dt>unit</dt>
<dd>A <code>string</code> that indicates the unit expression of the frequency.</dd>

</dl>

create_wvar: Create a `wvar` object

Description

Usage

Value

Arguments