wn_to_wv {simts} | R Documentation |
This function compute the Haar WV of a Gaussian White Noise process
wn_to_wv(sigma2, tau)
sigma2 |
A |
tau |
A |
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}}