theoretical_wv: Model Process to WV

In SMAC-Group/gmwm: Generalized Method of Wavelet Moments

Description

This function computes the summation of all Processes to WV (haar) in a given model

Usage

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 vec containing the wavelet variance of the model.

Haar Wavelet Derivation Information

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

Examples

model = AR1(.3,2) + RW(.21) + DR(.001)
ntau = 8
tau = 2^(1:ntau)
wv.theo = theoretical_wv(model$theta, model$desc, model$objdesc, tau)

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