A vec that contains the scales to be processed (e.g. 2^(1:J))
Value
A matrix with the first column containing the partial derivative with respect to $gamma[0]^2$.
Details
The haar wavelet variance is given as $nu^2(tau) = (2*tau^2+1)*gamma^2 / (24*tau)$.
Taking the first derivative with respect to $gamma_0^2$ yields: $$\frac{{{\partial ^2}}}{{\partial \gamma _0^4}}{\nu ^2}\left( \tau \right) = 0$$
The second derivative derivative with respect to $gamma[0]^2$ is then: $$\frac{{{\partial ^2}}}{{\partial \sigma_0^4}}{\nu ^2}\left( \tau \right) = 0$$.