man-roxygen/to_wv/haar_ar1.R

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

#' @section Process Haar Wavelet Variance Formula:
#' The Autoregressive Order \eqn{1} (AR(\eqn{1})) process has a Haar Wavelet Variance given by:
#' \deqn{\frac{{2{\sigma ^2}\left( {4{\phi ^{\frac{{{\tau _j}}}{2} + 1}} - {\phi ^{{\tau _j} + 1}} - \frac{1}{2}{\phi ^2}{\tau _j} + \frac{{{\tau _j}}}{2} - 3\phi } \right)}}{{{{\left( {1 - \phi } \right)}^2}\left( {1 - {\phi ^2}} \right)\tau _j^2}}}{(2*sigma2)/((1-phi)^2*(1-phi^2)*tau[j]^2)*(4*phi^(tau[j]/2 + 1) - phi^(tau[j]+1) - .5 * phi^2 * tau[j] + tau[j]/2 - 3*phi)}