wn_to_wv: Gaussian White Noise to WV
In SMAC-Group/simts: Time Series Analysis Tools
wn_to_wv R Documentation
Gaussian White Noise to WV
Description
This function compute the Haar WV of a Gaussian White Noise process
Usage
wn_to_wv(sigma2, tau)
Arguments
sigma2
A double corresponding to variance of WN
tau
A vec containing the scales e.g. 2^{\tau}
Value
A vec containing the wavelet variance of the white noise.
Process Haar Wavelet Variance Formula
The Gaussian White Noise (WN) process has a Haar Wavelet Variance given by:
\nu _j^2\left( {{\sigma ^2}} \right) = \frac{{{\sigma ^2}}}{{\tau _j^2}}
SMAC-Group/simts documentation built on Sept. 4, 2023, 5:25 a.m.
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| wn_to_wv | R Documentation |
Gaussian White Noise to WV
Description
This function compute the Haar WV of a Gaussian White Noise process
Usage
wn_to_wv(sigma2, tau)
Arguments
sigma2 |
A |
tau |
A |
Value
A vec containing the wavelet variance of the white noise.
Process Haar Wavelet Variance Formula
The Gaussian White Noise (WN) process has a Haar Wavelet Variance given by:
\nu _j^2\left( {{\sigma ^2}} \right) = \frac{{{\sigma ^2}}}{{\tau _j^2}}
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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