 Usage:  erg = wavetest(x,y,p{,dis{,data{,adjust}}}})  

 

 Input:



  x                      n x d matrix , the observed explanatory variable where 

                         all dummy inputs (0-1 variables) are expected to be in 

                         the last ('dis') columns. 

                         

  y                      n x 1 matrix , the observed response variable 

                         

  p                      scalar , the polynomial degree of the Hypothesis, 

                         see Description. 

                         

  dis                    scalar , the number of dummy variables in x. 

                         Have to be the last columns in x. Default is dis=0. 

                         

  data                   optional string, if output file for the wavelet 

                         coefficient estimates is wished, this string will be 

                         the name of that output file. 

                         

  adjust                 optional 2 x 1 vector, multiplicators for the critical 

                         values. E.g. adjust=(0.5, 1) give about 5% first kind 

                         error, adj=(1, 2.5) give about 1%. Default is (1, 1). 

                         For details see Haerdle, Sperlich, Spokoiny (1997). 

                         

                         

 Output:



  erg                    object of string, the table of results 

                         

  data                   data file , containing the wavelet estimates 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

