Calculates the Cross-covariance between two wavelet transfomations (dwt or modwt)
wccv_pair(x, y, decomp = "modwt", filter = "haar", nlevels = NULL)Returns a list of a matrix containing cross-covariance, variance of each wavelet cross-covariance and its 95
A vector with dimensions N x 1.
A vector with dimensions N x 1.
A string that indicates whether to use the "dwt" or "modwt" decomposition.
A string that specifies what wavelet filter to use.
An integer that indicates the level of decomposition. It must be less than or equal to floor(log2(length(x))).
Justin Lee
If nlevels is not specified, it is set to \(\left\lfloor {{{\log }_2}\left( {length\left( x \right)} \right)} \right\rfloor\)