rw_to_wv: Random Walk to WV
In schoi355/gmwm: Generalized Method of Wavelet Moments
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 (gamma2) = ((tau[j]^2 + 2)*gamma2)/(12*tau[j])
Haar Wavelet Derivation Information
For more information, please see: Supported Haar Wavelet Formulae (Internet Connection Required).
Examples
ntau = 8
tau = 2^(1:ntau)
wv.theo = rw_to_wv(.37, tau)
schoi355/gmwm documentation built on April 11, 2022, 1:21 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 (gamma2) = ((tau[j]^2 + 2)*gamma2)/(12*tau[j])
Haar Wavelet Derivation Information
For more information, please see: Supported Haar Wavelet Formulae (Internet Connection Required).
Examples
ntau = 8 tau = 2^(1:ntau) wv.theo = rw_to_wv(.37, tau)
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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