gmwm (version 2.0.0)

wvar: Wavelet Variance

Description

Calculates the (MODWT) wavelet variance

Usage

wvar(x, ...)
"wvar"(x, decomp = "modwt", nlevels = NULL, alpha = 0.05, robust = FALSE, eff = 0.6, to.unit = NULL, ...)
"wvar"(x, decomp = "modwt", nlevels = NULL, alpha = 0.05, robust = FALSE, eff = 0.6, to.unit = NULL, ...)
"wvar"(x, decomp = "modwt", nlevels = NULL, alpha = 0.05, robust = FALSE, eff = 0.6, freq = 1, from.unit = NULL, to.unit = NULL, ...)
"wvar"(x, decomp = "modwt", nlevels = NULL, alpha = 0.05, robust = F, eff = 0.6, to.unit = NULL, ...)

Arguments

x

A vector with dimensions N x 1, or a lts object, or a gts object, or a imu object.

...

Further arguments passed to or from other methods.

decomp

A string that indicates whether to use the "dwt" or "modwt" decomposition.

nlevels

An integer that indicates the level of decomposition. It must be less than or equal to floor(log2(length(x))).

alpha

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

robust

A boolean that triggers the use of the robust estimate.

eff

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

to.unit

A string indicating the unit which the data is converted to.

freq

A numeric that provides the rate of samples.

from.unit

A string indicating the unit which the data is converted from.

Value

A list with the structure:

"variance"

Wavelet Variance

"ci_low"

Lower CI

"ci_high"

Upper CI

"robust"

Robust active

"eff"

Efficiency level for Robust

"alpha"

p value used for CI

"unit"

String representation of the unit

Details

If `nlevels` is not specified, it is set to floor(log2(length(x)))

Examples

set.seed(999)
x = rnorm(100)
# Default
wvar(x)
# Robust
wvar(x, robust = TRUE, eff=0.3)
# 90% confidence interval
wvar(x, alpha = 0.10)

# IMU Object
## Not run: 
# if(!require("imudata")){
#    install_imudata()
#    library("imudata")
# }
# 
# data(imu6)
# test = imu(imu6, gyros = 1:3, accels = 4:6, freq = 100)
# df = wvar.imu(test)
# ## End(Not run)