av_ar1

This function allows us to calculate the theoretical allan variance for stationary 
first-order autoregressive (AR1) process.

Provides a series of tools to compute and plot quantities related to classical and robust wavelet variance for time series and regular lattices. More details can be found, for example, in Serroukh, A., Walden, A.T., & Percival, D.B. (2000) <doi:10.2307/2669537> and Guerrier, S. & Molinari, R. (2016) <arXiv:1607.05858>.

St<c3><a9>phane Guerrier

Wavelet Variance

Stéphane Guerrier

James Balamuta

Justin Lee

Roberto Molinari

Yuming Zhang

Mucyo Karemera

Nathanael Claussen

Haotian Xu

Lionel Voirol

av_ar1 function

<dl><dt>n</dt>
<dd>An <code>integer</code> value for the size of the cluster.</dd>
<dt>phi</dt>
<dd>A <code>double</code> value for the autocorrection parameter \(\phi\).</dd>
<dt>sigma2</dt>
<dd>A <code>double</code> value for the variance parameter \(\sigma ^2\).</dd></dl>

Arguments

Author

Calculate Theoretical Allan Variance for Stationary First-Order Autoregressive 
(AR1) Process — av_ar1

<dl>

<dt>n</dt>
<dd>An <code>integer</code> value for the size of the cluster.</dd>


<dt>phi</dt>
<dd>A <code>double</code> value for the autocorrection parameter \(\phi\).</dd>


<dt>sigma2</dt>
<dd>A <code>double</code> value for the variance parameter \(\sigma ^2\).</dd>

</dl>

Calculate Theoretical Allan Variance for Stationary First-Order Autoregressive 
(AR1) Process

av_ar1: Calculate Theoretical Allan Variance for Stationary First-Order Autoregressive (AR1) Process

Description

Usage

Value

Arguments

Author

Examples