R: Drift to WV

dr_to_wv {simts}

R Documentation

Drift to WV

This function compute the WV (haar) of a Drift process

dr_to_wv(omega, tau)

`omega`	A `double` corresponding to the slope of the drift
`tau`	A `vec` containing the scales e.g. `2^{\tau}`

A vec containing the wavelet variance of the drift.

The Drift (DR) process has a Haar Wavelet Variance given by:

\nu _j^2\left( {{\omega }} \right) = \frac{{\tau _j^2{\omega ^2}}}{{16}}

[Package simts version 0.2.2 Index]