wn_to_wv: Gaussian White Noise to WV
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments

This function compute the Haar WV of a Gaussian White Noise process

1	wn_to_wv(sigma2, tau)

`sigma2`	A `double` corresponding to variance of WN
`tau`	A `vec` containing the scales e.g. 2^tau

A vec containing the wavelet variance of the white noise.

The Gaussian White Noise (WN) process has a Haar Wavelet Variance given by:

nu[j]^2 (sigma2) = (sigma2)/(tau[j]^2)

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

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ntau = 8
tau = 2^(1:ntau)
wv.theo = wn_to_wv(1, tau)

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

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