dr_to_wv: Drift to WV
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments
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}}
Haar Wavelet Derivation Information
For more information, please see: Supported Haar Wavelet Formulae (Internet Connection Required).
Examples
ntau = 8
tau = 2^(1:ntau)
wv.theo = dr_to_wv(-2.3, tau)
SMAC-Group/gmwm documentation built on June 10, 2025, 6:10 a.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}}
Haar Wavelet Derivation Information
For more information, please see: Supported Haar Wavelet Formulae (Internet Connection Required).
Examples
ntau = 8
tau = 2^(1:ntau)
wv.theo = dr_to_wv(-2.3, tau)
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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