R: Gaussian White Noise to WV

wn_to_wv {simts}

R Documentation

Gaussian White Noise to WV

This function compute the Haar WV of a Gaussian White Noise process

wn_to_wv(sigma2, tau)

`sigma2`	A `double` corresponding to variance of WN
`tau`	A `vec` containing the scales e.g. `2^{\tau}`

A vec containing the wavelet variance of the white noise.

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}}

[Package simts version 0.2.2 Index]