Transform GM to AR1

Description

Takes GM values and transforms them to AR1

Usage

1
gm_to_ar1(theta, freq)

Arguments

theta

A vec that contains AR1 values.

freq

A double indicating the frequency of the data.

Value

A vec containing GM values.

Author(s)

JJB The function takes a vector of GM values beta and sigma ^2[gm] and transforms them to AR1 values phi and sigma ^2 using the formulas: phi = exp(-beta * delta[t]) sigma^2 = sigma^2[gm]*(1-exp(-2*beta*delta[t]))

Examples

1
gm_to_ar1(c(0.3,1,0.6,.3), 2)

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