meanC {CliftLRD}

Functions to perform summary calculations of wavelet scales and energies resulting from complex-valued lifting transforms.

Description

To estimate the slope of the relationship between wavelet scale and wavelet energy, choices have to be made as to how these quantities are computed. Examples of these choices are the functions listed here.

Usage

meanC(x) 
meanmoC(x) 

Arguments

x

a vector of values, representing the integrals or detail coefficients in a particular artificial level

Value

A numeric value corresponding to the average (modulus) squared detail coefficient or scaled average (modulus squared detail coefficient.

Author(s)

Matt Nunes, Marina Knight

References

Knight, M. I and Nunes, M. A. (2018) Long memory estimation for complex-valued time series. Stat. Comput. (to appear). Online First Article: DOI 10.1007/s11222-018-9820-8.

See Also

liftHurstC, liftHurstCC

Examples

x<-rnorm(50,30,2)
y<-rnorm(50,30,2)

z<-complex(real=x,imaginary=y)

# calculate the average squared value of complex-valued vector (i.e. energy)

meanC(z)