decomp_theoretical_wv: Each Models Process Decomposed to WV

In simts: Time Series Analysis Tools

Each Models Process Decomposed to WV

Description

This function computes each process to WV (haar) in a given model.

Usage

decomp_theoretical_wv(theta, desc, objdesc, tau)

Arguments

theta	A vec containing the list of estimated parameters.
desc	A vector<string> containing a list of descriptors.
objdesc	A field<vec> containing a list of object descriptors.
tau	A vec containing the scales e.g. 2^{\tau}

Value

A mat containing the wavelet variance of each process in the model

simts documentation built on Aug. 31, 2023, 5:07 p.m.