dr_to_wv: Drift to WV

Description Usage Arguments Value Examples

Description

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

Usage

1
dr_to_wv(omega, tau)

Arguments

omega

A double corresponding to variance of drift

tau

A vec containing the scales e.g. 2^tau

Value

A vec containing the wavelet variance of the drift.

Examples

1
2
3
4
5
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.

Search within the gmwm package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.