Each Models Process Decomposed to WV

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Description

This function computes each process to WV (haar) in a given model.

Usage

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decomp_theoretical_wv(theta, desc, objdesc, tau)

Arguments

theta

A vec containing the list of estimated parameters.

desc

A vector<string> containing a list of descriptors.

objdesc

A field<vec> containing a list of object descriptors.

tau

A vec containing the scales e.g. 2^(1:J)

Value

A mat containing the wavelet variance of each process in the model

Examples

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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")

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