www.gusucode.com > wavelet 源码程序 matlab案例代码 > wavelet/WaveletConfidenceIntervalsExample.m
%% Wavelet Confidence Intervals % Show how different confidence level values affect the width of the % confidence intervals. An increased confidence level value increases the % confidence interval width. %% % Obtain the MODWT of the Southern Oscillation Index data using the % Fejer-Korovkin wavelet with eight coefficients. % Copyright 2015 The MathWorks, Inc. load soi; wsoi = modwt(soi,'fk8'); %% % Obtain the width of the.90, .95, and .99 confidence intervals for each % level. [~,wvarci90] = modwtvar(wsoi,'fk8',0.90); w90 = wvarci90(:,2)-wvarci90(:,1); [~,wvarci95] = modwtvar(wsoi,'fk8',0.95); w95 = wvarci95(:,2)-wvarci95(:,1); [~,wvarci99] = modwtvar(wsoi,'fk8',0.99); w99 = wvarci99(:,2)-wvarci99(:,1); %% % Compare the three columns. The first column shows the .90 confidence % level values, the second the .95 values, and the third the .99 % values. Each row is the width of the interval at each wavelet scale. % You can see that the width of the confidence interval increases with % larger confidence level values. [w90,w95,w99]