deriv_2nd_ar1: Analytic second derivative matrix for AR(1) process
In gmwm: Generalized Method of Wavelet Moments

Description Usage Arguments Details Value Author(s) Examples

Analytic second derivative matrix for AR(1) process

1	deriv_2nd_ar1(phi, sig2, tau)

`phi`	A `double` corresponding to the phi coefficient of an AR(1) process.
`sig2`	A `double` corresponding to the error term of an AR(1) process.
`tau`	A `vec` that contains the scales to be processed (e.g. 2^(1:J))

The haar wavelet variance is given as See PDF Manual for equation Note: phi = rho and V[0]^2 = sigma[0]^2. Due to length, the analytical derivations of the AR(1) haar wavelet variance are given in a supplied file within vignette.

A matrix with the first column containing the second partial derivative with respect to sigma^2 and the second column contains the second partial derivative with respect to sigma^2

JJB