gmwm (version 2.0.0)

ci_eta3: Generate eta3 confidence interval

Description

Computes the eta3 CI

Usage

ci_eta3(y, dims, alpha_ov_2)

Arguments

y

A vec that computes the brickwalled modwt dot product of each wavelet coefficient divided by their length.

dims

A String indicating the confidence interval being calculated.

alpha_ov_2

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

Value

A matrix with the structure:

• Column 1Wavelet Variance
• Column 2Chi-squared Lower Bounds
• Column 3Chi-squared Upper Bounds

Examples

x = rnorm(100)
# Uses the internal MODWT function not associated with an S3 class.
decomp = modwt_cpp(x, filter_name = "haar", nlevels = 4, boundary = "periodic", brickwall = TRUE)
y = wave_variance(decomp)
ci_wave_variance(decomp, y, type = "eta3", alpha_ov_2 = 0.025)