gmwm (version 2.0.0)

wave_variance: Generate a Wave Variance for a Univariate Time Series

Description

Computes an estimate of the wave variance

Usage

wave_variance(signal_modwt_bw, robust = FALSE, eff = 0.6)

Arguments

signal_modwt_bw

A field that contains the brick walled modwt or dwt decomposition

robust

A boolean to determine the type of wave estimation.

eff

A double that indicates the efficiency.

Value

A vec that contains the wave variance.

Examples

set.seed(1337)
x = rnorm(100)
decomp = modwt_cpp(x, filter_name = "haar", nlevels = 4, boundary = "periodic", brickwall = TRUE)
wave_variance(decomp)

wave_variance(decomp, robust = TRUE, eff = 0.6)