Computes an estimate of the multiscale variance and a chi-squared confidence interval
ci_wave_variance(signal_modwt_bw, wv, type = "eta3",
alpha_ov_2 = 0.025, robust = FALSE, eff = 0.6)A field<vec> that contains the brick walled modwt or dwt decomposition
A vec that contains the wave variance.
A String indicating the confidence interval being calculated.
A double that indicates the \(\left(1-p\right)*\alpha\) confidence level.
A boolean to determine the type of wave estimation.
A double that indicates the efficiency.
A matrix with the structure:
Column 1Wavelet Variance
Column 2Chi-squared Lower Bounds
Column 3Chi-squared Upper Bounds
This function can be expanded to allow for other confidence interval calculations.