gmwm (version 2.0.0)

decomp_to_theo_wv: Decomposed WV to Single WV

Description

This function computes the combined processes to WV (haar) in a given model.

Usage

decomp_to_theo_wv(decomp)

Arguments

decomp

A mat with scales as rows and processes as columns

Value

A vec containing the wavelet variance of the process for the overall model

Examples

x.sim = gen_ar1( N = 10000, phi = 0.9, sigma2 = 4 )
ntau = floor(log(length(x.sim),2))
tau = 2^(1:ntau)
wv.theo = ar1_to_wv(phi = 0.9, sig2 = 16, tau)
plot(tau, wv.theo, col = "red")