Wavelet Variance
Auto-Covariance and Correlation Functions
Helper Function for ARMA to WV Approximation
AR(1) process to WV
ARMA process to WV
ARMA process to WV Approximation
ARMA(1,1) to WV
Compute Theoretical ACF for an ARMA Process
Converting an ARMA Process to an Infinite MA Process
Calculate Theoretical Allan Variance for Stationary First-Order Autore...
Calculate Theoretical Allan Variance for Stationary White Noise Proces...
Computes the MO/DWT wavelet variance for multiple processes
Time Series Convolution Filters
Generate eta3 confidence interval
Generate eta3 robust confidence interval
Generate a Confidence interval for a Univariate Time Series
Comparison Between Multiple Wavelet Variances
Combined Plot Comparison Between Multiple Wavelet Variances
Multi-Plot Comparison Between Multiple Wavelet Variances
Create a wvar object
Each Models Process Decomposed to WV
Decomposed WV to Single WV
Discrete Fourier Transformation for Autocovariance Function
Lagged Differences in Armadillo
Discrete Intergral: Inverse Difference
Auto-Covariance and Correlation Functions
Drift to WV
Discrete Wavelet Transform
Discrete Wavelet Transform
Moving Average Order 1 (MA(1)) to WV
Mean of the First Difference of the Data
Maximum Overlap Discrete Wavelet Transform
Maximum Overlap Discrete Wavelet Transform
Computes the (MODWT) wavelet variance
Replicate a Vector of Elements times
Auto-Covariance and Correlation Functions
Plot Discrete Wavelet Transform
Plot Wavelet Variance based on IMU Data
Plot Maximum Overlap Discrete Wavelet Transform
Plot Cross Covariance Pair
Plot Wavelet Variance
Print Discrete Wavelet Transform
Print Maximum Overlap Discrete Wavelet Transform
Print Wavelet Variances
Quantisation Noise (QN) to WV
Find Quantiles
Time Series Recursive Filters
Comparison between classical and robust Wavelet Variances
Random Walk to WV
Calculates Length of Seasonal Padding
Determine parameter expansion based upon objdesc
Expand Parameters for an SARMA object
(Internal) Expand the SARMA Parameters
Create the ts.model obj.desc given split values
Efficient way to merge items together
Computes the MODWT scales
Generate a sequence of values
Generate a sequence of values based on supplied number
Haar filter for a spatial case
Compute the Spatial Wavelet Coefficients
Summary Discrete Wavelet Transform
Summary Maximum Overlap Discrete Wavelet Transform
Summary of Wavelet Variances
Model Process to WV
Convert Unit of Time Series Data
Generate a Wave Variance for a Univariate Time Series
Cross Covariance of Matrix
Mapping to log10 scale
Cross Covariance of a TS Pair
Gaussian White Noise to WV
wv
Wavelet Variance
Computes the (MODWT) wavelet variance
Provides a series of tools to compute and plot quantities related to classical and robust wavelet variance for time series and regular lattices. More details can be found, for example, in Serroukh, A., Walden, A.T., & Percival, D.B. (2000) <doi:10.2307/2669537> and Guerrier, S. & Molinari, R. (2016) <arXiv:1607.05858>.