Obtain the first derivative of the Drift (DR) process.
deriv_dr(omega, tau)A matrix with the first column containing the partial derivative
with respect to \(\omega\).
A double that is the slope of the drift.
A vec containing the scales e.g. \(2^{\tau}\)
Taking the derivative with respect to \(\omega\) yields: $$\frac{\partial }{{\partial \omega }}\nu _j^2\left( \omega \right) = \frac{{\tau _j^2\omega }}{8}$$ Note: We are taking the derivative with respect to \(\omega\) and not \(\omega^2\) as the \(\omega\) relates to the slope of the process and not the processes variance like RW and WN. As a result, a second derivative exists and is not zero.
James Joseph Balamuta (JJB)