Calculates the (MODWT) wavelet variance
modwt_wvar_cpp(signal, nlevels, robust, eff, alpha, ci_type, strWavelet,
decomp)A vec that contains the data.
A boolean that triggers the use of the robust estimate.
A double that indicates the efficiency as it relates to an MLE.
A double that indicates the \(\left(1-p\right)\times \alpha\) confidence level
A string indicating the confidence interval being calculated. Valid value: "eta3"
A string indicating the type of wave filter to be applied. Must be "haar"
A string indicating whether to use "modwt" or "dwt" decomp
A mat with the structure:
"variance"Wavelet Variance
"low"Lower CI
"high"Upper CI
This function powers the wvar object. It is also extendable...