This function compute the Haar WV of a Gaussian White Noise process
Usage
wn_to_wv(sigma2, tau)
Arguments
sigma2
A double corresponding to variance of WN
tau
A vec containing the scales e.g. \(2^{\tau}\)
Value
A vec containing the wavelet variance of the white noise.
Process Haar Wavelet Variance Formula
The Gaussian White Noise (WN) process has a Haar Wavelet Variance given by:
$$\nu _j^2\left( {{\sigma ^2}} \right) = \frac{{{\sigma ^2}}}{{\tau _j^2}}$$