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

av_ar1(n, phi, sigma2)

## Arguments

n |
An `integer` value for the size of the cluster. |

phi |
A `double` value for the autocorrection parameter \(\phi\). |

sigma2 |
A `double` value for the variance parameter \(\sigma ^2\). |

## Value

A `double`

indicating the theoretical allan variance for AR1 process.

## Note

This function is based on the calculation of the theoretical allan variance
for stationary AR1 process raised in "Allan Variance of Time Series Models for
Measurement Data" by Nien Fan Zhang.) This calculation
is fundamental and necessary for the study in "A Study of the Allan Variance for Constant-Mean
Non-Stationary Processes" by Xu et al. (IEEE Signal Processing Letters, 2017).

## Examples

av1 = av_ar1(n = 5, phi = 0.9, sigma2 = 1)
av2 = av_ar1(n = 8, phi = 0.5, sigma2 = 2)