function [clwcov, CI_clwcov] = modwt_cum_level_wcov(wcov, VARwcov, p)% modwt_cum_level_wcov -- Compute cumulative level wavelet covariance.%%****f* wmtsa.dwt/modwt_cum_level_wcov%% NAME%   modwt_cum_level_wcov -- Compute cumulative level wavelet covariance.%% SYNOPSIS%   [clwcov, CI_clwcov] = modwt_cum_level_wcov(wcov, VARwcov, [p])%% INPUTS%   wcov         = wavelet covariance (Jx1 vector).%   VARwcov      = covariance of wcov (Jx1 vector).%   p            = (optional) percentage point for confidence interval.%                  default: 0.025 ==> 95% confidence interval%% OUTPUTS%   clwcov       = cumulative level wavelet covariance (Jx1 vector)%   CI_clwcov    = confidence interval of cumulative level wavelet covariance (Jx2 array).%                  lower bound (column 1) and upper bound (column 2).%% SIDE EFFECTS%%% DESCRIPTION%   %% EXAMPLE%%% WARNINGS%%% ERRORS%%% NOTES%%% BUGS%%% TODO%%% ALGORITHM%    clwcov_m  = sum(wcov_j) for j = 1,m%    VARclwcov_m  = sum(VARwcov_j) for j = 1,m%% REFERENCES%%% SEE ALSO%%% TOOLBOX%%% CATEGORY%%% AUTHOR%   Charlie Cornish%% CREATION DATE%    2004-06-22%% COPYRIGHT%%% CREDITS%%% REVISION%   $Revision: 612 $%%***%   $Id: modwt_cum_level_wcov.m 612 2005-10-28 21:42:24Z ccornish $    usage_str = ['Usage:  [clwcov, CI_clwcov] = ', mfilename, ...               '(wcov, VARwcov, [p])'];  %%  Check input arguments and set defaults.  error(nargerr(mfilename, nargin, [1:3], nargout, [0:3], 1, usage_str, 'struct'));  %%  Set defaults.  set_default('p', 0.025);  if (exist('VARwcov', 'var') && ~isempty(VARwcov))    calc_ci = 1;  else    calc_ci = 0;    if (nargout > 1)      error('WMTSA:missingRequiredArgument', ...             wmtsa_encode_errmsg('WMTSA:missingRequiredArgument', ...                          'VARwcov', ...                         [' when specifying output argument CI_clwcov.']));    end  end      J = length(wcov);    %% Initialize outputs    clwcov = NaN * zeros(J,1);    clwcov = cumsum(wcov);    if (calc_ci)    CI_clwcov = NaN * zeros(J,2);      clVARwcov = cumsum(VARwcov);        CI_clwcov(:,1) = clwcov - norminv(1-p) .* sqrt(clVARwcov);    CI_clwcov(:,2) = clwcov + norminv(1-p) .* sqrt(clVARwcov);      end  return