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qn_to_wv

Quantisation Noise (QN) to WV

Description

This function compute the Haar WV of a Quantisation Noise (QN) process

Usage

qn_to_wv(q2, tau)

Arguments

q2

A double corresponding to variance of drift
tau

A vec containing the scales e.g. 2^tau

Value

A vec containing the wavelet variance of the QN.

Process Haar Wavelet Variance Formula

The Quantization Noise (QN) process has a Haar Wavelet Variance given by:

nu[j]^2 = (6*Q2)/(tau[j]^2)

simts

Time Series Analysis Tools

v0.1.1
AGPL-3 | file LICENSE
Authors
Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]
Initial release
2019-07-21

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