This function computes the WV (haar) of a Moving Average order 1 (MA1) process.

ma1_to_wv(theta, sigma2, tau)

## Arguments

theta |
A `double` corresponding to the moving average term. |

sigma2 |
A `double` the variance of the process. |

tau |
A `vec` containing the scales e.g. \(2^{\tau}\) |

## Value

A `vec`

containing the wavelet variance of the MA(1) process.

## Details

This function is significantly faster than its generalized counter part
`arma_to_wv`

.

The Moving Average Order \(1\) (MA(\(1\))) process has a Haar Wavelet Variance given by:
$$\nu _j^2\left( {\theta ,{\sigma ^2}} \right) = \frac{{\left( {{{\left( {\theta + 1} \right)}^2}{\tau _j} - 6\theta } \right){\sigma ^2}}}{{\tau _j^2}}$$

## See also