Dear Santino,
What you could do is to create two functions, where in the first one, the function f(z) times h is calculated and in the second file the integral is computed.
This would be the mfile to compute the function_fz_times_h:
function fz_times_h = function_fz_times_h(z,a,b)
fz = exp(z).*log(z);
if (z<=b)|(z>=(b-a/2))
h=1;
elseif (z>=b)|(z>=(b+a/2))
h=-1;
else
h=0;
end
fz_times_h = fz*h;
Then in this mfile you define the covariance transform of the Haar function:
function w_f = function_wf(a,b,z_b,z_t)
w_f = 1/a*quadgk(@(z)function_fz_times_h(z,a,b),z_b,z_t);
And then in the main file you can compute directly the covariance transform of the Haar function:
clc;clear all;close all;
a = 1; b = 1;
z_b = 0; z_t = 1;
wf=function_wf(a,1,0,1)
Good luck! Christiaan
