rw_to_wv: Random Walk to WV
In SMAC-Group/simts: Time Series Analysis Tools
rw_to_wv R Documentation
Random Walk to WV
Description
This function compute the WV (haar) of a Random Walk process
Usage
rw_to_wv(gamma2, tau)
Arguments
gamma2
A double corresponding to variance of RW
tau
A vec containing the scales e.g. 2^{\tau}
Value
A vec containing the wavelet variance of the random walk.
Process Haar Wavelet Variance Formula
The Random Walk (RW) process has a Haar Wavelet Variance given by:
\nu _j^2\left( {{\gamma ^2}} \right) = \frac{{\left( {\tau _j^2 + 2} \right){\gamma ^2}}}{{12{\tau _j}}}
SMAC-Group/simts documentation built on Sept. 4, 2023, 5:25 a.m.
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| rw_to_wv | R Documentation |
Random Walk to WV
Description
This function compute the WV (haar) of a Random Walk process
Usage
rw_to_wv(gamma2, tau)
Arguments
gamma2 |
A |
tau |
A |
Value
A vec containing the wavelet variance of the random walk.
Process Haar Wavelet Variance Formula
The Random Walk (RW) process has a Haar Wavelet Variance given by:
\nu _j^2\left( {{\gamma ^2}} \right) = \frac{{\left( {\tau _j^2 + 2} \right){\gamma ^2}}}{{12{\tau _j}}}
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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