dr_to_wv: Drift to WV
In simts: Time Series Analysis Tools
dr_to_wv R Documentation
Drift to WV
Description
This function compute the WV (haar) of a Drift process
Usage
dr_to_wv(omega, tau)
Arguments
omega
A double corresponding to the slope of the drift
tau
A vec containing the scales e.g. 2^{\tau}
Value
A vec containing the wavelet variance of the drift.
Process Haar Wavelet Variance Formula
The Drift (DR) process has a Haar Wavelet Variance given by:
\nu _j^2\left( {{\omega }} \right) = \frac{{\tau _j^2{\omega ^2}}}{{16}}
simts documentation built on Aug. 31, 2023, 5:07 p.m.
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| dr_to_wv | R Documentation |
Drift to WV
Description
This function compute the WV (haar) of a Drift process
Usage
dr_to_wv(omega, tau)
Arguments
omega |
A |
tau |
A |
Value
A vec containing the wavelet variance of the drift.
Process Haar Wavelet Variance Formula
The Drift (DR) process has a Haar Wavelet Variance given by:
\nu _j^2\left( {{\omega }} \right) = \frac{{\tau _j^2{\omega ^2}}}{{16}}
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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