qn_to_wv: Quantisation Noise (QN) to WV

View source: R/RcppExports.R

qn_to_wvR Documentation

Quantisation Noise (QN) to WV

Description

This function compute the Haar WV of a Quantisation Noise (QN) process

Usage

qn_to_wv(q2, tau)

Arguments

q2

A double corresponding to variance of drift

tau

A vec containing the scales e.g. 2^{\tau}

Value

A vec containing the wavelet variance of the QN.

Process Haar Wavelet Variance Formula

The Quantization Noise (QN) process has a Haar Wavelet Variance given by:

\nu _j^2\left( {{Q^2}} \right) = \frac{{6{Q^2}}}{{\tau _j^2}}


SMAC-Group/simts documentation built on Sept. 4, 2023, 5:25 a.m.