Test for anomalies using either bonferroni
, FDR
, EFDR
or LOS
in the wavelet domain using the 2D wavelet transform.
test.efdr(
Z,
wf = "la8",
J = 2,
alpha = 0.05,
n.hyp = 100,
b = 11,
iteration = 200,
parallel = 1L
)test.fdr(Z, wf = "la8", J = 2, alpha = 0.05)
test.bonferroni(Z, wf = "la8", J = 2, alpha = 0.05)
test.los(Z, wf = "la8", J = 2, alpha = 0.05)
List with three fields:
filtered
the discrete wavelet transform containing the anomalous wavelet coefficients in the signal
Z
the image containing the anomalous wavelets in the signal
reject_coeff
indices of wavelets under which the null hypothesis of no anomaly was rejected
pvalue_ordered
ordered p-values under the null hypothesis. The column names indicate the wavelet to which the p-value belongs
nhat
the number of tests carried out.
image of size n1
by 2n
where n1,n2
have to be powers of two
type of wavelet to employ. Defaults to `la8', the Daubechies orthonormal compactly supported wavelet of length L = 8
(Daubechies, 1992), least asymmetric family. Other options include `haar' (Haar wavelet), `fk8' (Fejer-Korovkin wavelet with L=8
) and `mb8' (minimum-bandwidth wavelet with L=8
). Please type `waveslim::wave.filter
' in the console for a full list of wavelet names
number of resolutions to employ in wavelet decomposition
significance level at which tests are carried out
number of hypotheses tests to carry out with EFDR. If a vector is supplied, the optimal one from the set of proposed number of tests is chosen
the number of neighbours to consider in EFDR
number of Monte Carlo iterations to employ when determining which of the proposed number of tests
in n.hyp
is the optimal number of tests
number of cores to use with parallel backend; needs to be an integer less than or equal to the number of available cores
Daubechies, I. (1992) Ten Lectures on Wavelets, CBMS-NSF Regional Conference Series in Applied Mathematics, SIAM: Philadelphia.
Shen, X., Huang, H.-C., and Cressie, N. 'Nonparametric hypothesis testing for a spatial signal.' Journal of the American Statistical Association 97.460 (2002): 1122-1140.
## See vignettes by typing vignette("EFDR_vignettes")
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