gmwm (version 2.0.0)

batch_modwt_wvar_cpp: Computes the MO/DWT wavelet variance for multiple processes

Description

Calculates the MO/DWT wavelet variance

Usage

batch_modwt_wvar_cpp(signal, nlevels, robust, eff, alpha, ci_type, strWavelet, decomp)

Arguments

signal

A matrix that contains the same number of observations per dataset

robust

A boolean that triggers the use of the robust estimate.

eff

A double that indicates the efficiency as it relates to an MLE.

alpha

A double that indicates the $(1-p)*alpha$ confidence level

ci_type

A string indicating the confidence interval being calculated. Valid value: "eta3"

strWavelet

A string indicating the type of wave filter to be applied. Must be "haar"

decomp

A string indicating whether to use "modwt" or "dwt" decomp

Value

A field with the structure:

• "variance"Wavelet Variance
• "low"Lower CI
• "high"Upper CI

Details

This function processes the decomposition of multiple signals quickly

Examples

x = cbind(rnorm(100),rnorm(100))
batch_modwt_wvar_cpp(x, nlevels=4, robust=FALSE, eff=0.6, 
                     alpha = 0.05, ci_type="eta3", strWavelet="haar", 
                     decomp="modwt")