?? modwt_cum_wav_svar.m
字號:
function [cwsvar] = modwt_cum_wav_svar(WJt, wtfname)% modwt_cum_wav_svar -- Calculate cumulative sample variance of MODWT wavelet coefficients.%%****f* wmtsa.dwt/modwt_cum_wav_svar%% NAME% modwt_cum_wav_svar -- Calculate cumulative sample variance of % MODWT wavelet coefficients.%% SYNOPSIS% [cwsvar] = modwt_cum_wav_svar(WJt, wtfname)%% INPUTS% WJt - NxJ array of MODWT wavelet coefficents% where N = number of time intervals% J = number of levels% wtfname - string containing name of a WMTSA-supported MODWT % wavelet filter.%% OUTPUTS% cwsvar - cumulative wavelet sample variance.%% SIDE EFFECTS%%% DESCRIPTION%%% EXAMPLE%%% ALGORITHM%% cwsvar(j,t) = 1/N * sum( WJt^2 subscript(j,u+nuH_j mod N)) % for t = 0,N-1 at jth level%% For details, see page 189 of WMTSA. %% REFERENCES% Percival, D. B. and A. T. Walden (2000) Wavelet Methods for% Time Series Analysis. Cambridge: Cambridge University Press.%% SEE ALSO% modwt_cir_shift, modwt%% AUTHOR% Charlie Cornish%% CREATION DATE% 2003-05-16%% COPYRIGHT%%% REVISION% $Revision: 612 $%%***% $Id: modwt_cum_wav_svar.m 612 2005-10-28 21:42:24Z ccornish $ usage_str = ['Usage: [cwsvar] = ', mfilename, ... '(WJt, wavelet)']; %% Check input arguments and set defaults. error(nargerr(mfilename, nargin, [2:2], nargout, [0:1], 1, usage_str, 'struct')); % Check for valid wavelet and get wavelet filter coefficients try wtf_s = modwt_filter(wtfname); catch rethrow(lasterror); end ht = wtf_s.h; gt = wtf_s.g; L = wtf_s.L; [N, J] = size(WJt); cwsvar = zeros(N, J); TWJt = modwt_cir_shift(WJt, [], wtfname); for (j = 1:J) cwsvar(:,j) = cumsum(TWJt(:,j).^2) / N; endreturn
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