dr_to_wv: Drift to WV
In gmwm: Generalized Method of Wavelet Moments

This function compute the WV (haar) of a Drift process

1	dr_to_wv(omega, tau)

`omega`	A `double` corresponding to variance of drift
`tau`	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")

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

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