dr_to_wv: Drift to WV
In SMAC-Group/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 the slope of the drift
`tau`	A `vec` containing the scales e.g. 2^tau

A vec containing the wavelet variance of the drift.

The Drift (DR) process has a Haar Wavelet Variance given by:

nu[j]^2 (omega) = (tau[j]^2 * omega^2)/16

For more information, please see: Supported Haar Wavelet Formulae (Internet Connection Required).

1
2
3

ntau = 8
tau = 2^(1:ntau)
wv.theo = dr_to_wv(-2.3, tau)

SMAC-Group/gmwm documentation built on Sept. 11, 2021, 10:06 a.m.

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