Confidence intervals for the unbiased and blocked averaged discrete wavelet variance estimates.
USAGE:
wavConfidenceLimits( variance, edof )
DESCRIPTION:
Given var{tau(j)} are the time independent unbiased wavelet variance estimates
at scales tau(j) where j are the decomposition levels, the approximate
100(1-2p)% confidence interval is given by [ n * var{tau(j)} / Q(1-p), n *
var{tau(j)} / Q(p) ] where Q(p) is the p x 100 percentage point for a
chi-squared distribution with n degrees of freedom.
REQUIRED ARGUMENTS:
variance
A vector containing the block-averaged unbiased wavelet variance estimates.
edof
A vector containing the equivalent degrees of freedom estimates. See wavEDOF for
details.
OPTIONAL ARGUMENTS:
probability
The probability desired for the confidence intervals. Supported probabilities
are 0.005, .025, .05, .95, .975, and .995. Default: 0.95.
VALUE:
result
A matrix of size 2 x J. The rows of the matrix contain (in order) the low and
high confidence interval limits for levels 1,..., J.
REFERENCES:
(1) D. B. Percival and A. T. Walden, ``Wavelet Methods for Time Series Analysis'',
Cambridge University Press, 2000.
SEE ALSO:
,
.
EXAMPLES:
## first calculate the EDOF for the ocean series
edof <- wavEDOF( ocean )
## calculate the 95% confidence
## intervals for EDOF mode 1
wavConfidenceLimits( edof$variance.unbiased, edof$EDOF1 )