Drift to WV

This function compute the WV (haar) of a Drift process

dr_to_wv(omega, tau)

Arguments

omega	A `double` corresponding to the slope of the drift
tau	A `vec` containing the scales e.g. $2^{\tau}$

A vec containing the wavelet variance of the drift.

The Drift (DR) process has a Haar Wavelet Variance given by: $$ \nu _j^2\left( {{\omega }} \right) = \frac{{\tau _j^2{\omega ^2}}}{{16}} $$

omega	A `double` corresponding to the slope of the drift
tau	A `vec` containing the scales e.g. \(2^{\tau}\)