?? modwt_cum_level_wcov.m
字號(hào):
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
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