ma1_to_wv: Moving Average Order 1 (MA(1)) to WV
In wv: Wavelet Variance

This function computes the WV (haar) of a Moving Average order 1 (MA1) process.

1	ma1_to_wv(theta, sigma2, tau)

`theta`	A `double` corresponding to the moving average term.
`sigma2`	A `double` the variance of the process.
`tau`	A `vec` containing the scales e.g. 2^tau

This function is significantly faster than its generalized counter part arma_to_wv.

A vec containing the wavelet variance of the MA(1) process.

The Moving Average Order 1 (MA(1)) process has a Haar Wavelet Variance given by:

nu[j]^2 = ((theta+1)^2 * tau[j] - 6*theta)*sigma2 / tau[j]^2

wv documentation built on Jan. 17, 2020, 1:07 a.m.

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