Usage: |
erg = wavetest(x,y,p{,dis{,levels{,data{,adjust}}}})
|
Input: |
| x | n x p matrix , the observed explanatory variable
where the 'dis' last columns are expected to
be dummy variables
|
| y | n x 1 matrix , the observed response variable
|
| p | scalar , the polynomial degree of the Hypothesis
|
| dis | scalar , the number of dummy variables
|
| levels | (p-dis) x 1 vector, wavelet levels for the components
|
| data | string , if output of the estimates is wished, the
name of the output file
|
| adjust | 2 x 1 vector , multiplicators for a part of the criticalvalues
(0.5 , 1) give about 5% first kind error,
(1, 2.5) give about 1%, default is (1, 1)
|
Output: |
| erg | objekt of string, the table of results
|
| data | data file , containing the wavelet estimates
|