ar1_to_wv: AR1 process to WV
In gmwm: Generalized Method of Wavelet Moments

Description Usage Arguments Value Examples

This function compute the WV (haar) of an AR(1) process

1	ar1_to_wv(phi, sig2, tau)

`phi`	A `double` that is the phi term of the AR(1) process
`sig2`	A `double` corresponding to variance of AR(1) process
`tau`	A `vec` containing the scales e.g. 2^tau

A vec containing the wavelet variance of the AR(1) process.

x.sim = gen_ar1( N = 10000, phi = 0.9, sigma2 = 4 )
ntau = floor(log(length(x.sim),2))
tau = 2^(1:ntau)
wv.theo = ar1_to_wv(phi = 0.9, sig2 = 16, tau)
plot(tau, wv.theo, col = "red")