Description Usage Arguments Value See Also Examples
This function computes the (haar) WV of an ARMA process
1 | arma_to_wv_app(ar, ma, tau, sigma, alpha = 0.9999)
|
ar |
A |
ma |
A |
tau |
A |
sigma |
A |
alpha |
A |
A vec
containing the wavelet variance of the ARMA process.
1 | arma_to_wv_app(c(.23,.43), c(.34,.41,.59), 2^(1:9), 3, .9)
|
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