arma_to_wv: ARMA process to WV
In gmwm: Generalized Method of Wavelet Moments

This function computes the (haar) WV of an ARMA process

1	arma_to_wv(ar, ma, tau, sigma)

`ar`	A `vec` containing the coefficients of the AR process
`ma`	A `vec` containing the coefficients of the MA process
`tau`	A `vec` containing the scales e.g. 2^tau
`sigma`	A `double` containing the residual variance

A vec containing the wavelet variance of the ARMA process.

1	arma_to_wv(c(.23,.43), c(.34,.41,.59), 2^(1:9), 3)

gmwm documentation built on April 14, 2017, 4:38 p.m.

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