compute_cov_cpp {simts} | R Documentation |
Computes the (MODWT) wavelet covariance matrix
Description
Calculates the (MODWT) wavelet covariance matrix
Usage
compute_cov_cpp(
signal_modwt,
nb_level,
compute_v = "diag",
robust = TRUE,
eff = 0.6
)
Arguments
signal_modwt |
A |
nb_level |
A |
compute_v |
A |
robust |
A |
eff |
A |
Value
A field<mat>
containing the covariance matrix.
[Package simts version 0.2.2 Index]