idj: Functions to perform summary calculations of wavelet scales and energies.
Description
To estimate the slope of the relationship between wavelet scale and wavelet energy, choices have to be made as to how these quantities are computed. Examples of these choices are
the functions listed here.
A numeric value corresponding to the average squared detail coefficient, squared mean absolute deviation, median scale etc.
Arguments
x
a vector of values, representing the integrals or detail coefficients in a particular artificial level
j
the index of the artificial level.
Author
Matt Nunes
References
Knight, M. I, Nason, G. P. and Nunes, M. A. (2017) A wavelet lifting approach to long-memory estimation. Stat. Comput.27 (6), 1453--1471. DOI 10.1007/s11222-016-9698-2.