Description Usage Arguments Details Value Author(s) Examples

Analytic D matrix for AR(1) process

1 | ```
deriv_ar1(phi, sig2, tau)
``` |

`phi` |
A |

`sig2` |
A |

`tau` |
A |

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 partial derivative with respect to *sigma^2* and the second column contains the partial derivative with respect to *sigma^2*

JJB

1 | ```
deriv_ar1(.3, 1, 2^(1:5))
``` |

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

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