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]