ci_eta3

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) <doi:10.48550/arXiv.1607.05858>.

St<c3><a9>phane Guerrier

Wavelet Variance

Stéphane Guerrier

James Balamuta

Justin Lee

Roberto Molinari

Yuming Zhang

Mucyo Karemera

Nathanael Claussen

Haotian Xu

Lionel Voirol

ci_eta3 function

<dl><dt>y</dt>
<dd>A <code>vec</code> that computes the modwt dot product of each wavelet coefficient divided by their length.</dd>
<dt>dims</dt>
<dd>A <code>String</code> indicating the confidence interval being calculated.</dd>
<dt>alpha_ov_2</dt>
<dd>A <code>double</code> that indicates the \(\left(1-p\right)*\alpha\) confidence level</dd></dl>

Arguments

Generate eta3 confidence interval — ci_eta3

<dl>

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


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


<dt>alpha_ov_2</dt>
<dd>A <code>double</code> that indicates the \(\left(1-p\right)*\alpha\) confidence level</dd>

</dl>

Generate eta3 confidence interval

ci_eta3: Generate eta3 confidence interval

Description

Usage

Value

Arguments