This function compute the WV (haar) of a Drift process
A double corresponding to variance of drift
A vec containing the scales e.g. 2^tau
A vec containing the wavelet variance of the drift.
x.sim = 1:1000
ntau = floor(log(length(x.sim),2))
tau = 2^(1:ntau)
wv.theo = dr_to_wv(1, tau)
plot(tau, wv.theo, col = "red")
Questions? Problems? Suggestions? Tweet to @rdrrHQian@mutexlabs.com.
Please suggest features or report bugs with the GitHub issue tracker.
All documentation is copyright its authors; we didn't write any of that.