www.gusucode.com > wavelet 源码程序 matlab案例代码 > wavelet/ConfidenceIntervalsWith099CoverageProbabilityExample.m
%% Confidence Intervals with 0.99 Coverage Probability % Specify the coverage probability for the confidence intervals. Obtain % the 99% confidence intervals for the US-DM and US-JY exchange returns. % Copyright 2015 The MathWorks, Inc. load DM_USD; load JY_USD; wdm = modwt(DM_USD,'db2',6); wjy = modwt(JY_USD,'db2',6); [wcorr,wcorrci] = modwtcorr(wdm,wjy,'db2',0.99); [wcorr wcorrci]