ar1_to_gm: Transform AR1 to GM
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments
Description
Usage
Arguments
Details
Value
Author(s)
Examples
Description
Takes AR1 values and transforms them to GM
Usage
1
ar1_to_gm(theta, freq)
Arguments
theta
A vec that contains AR1 values.
freq
A double indicating the frequency of the data.
Details
The function takes a vector of AR1 values phi and sigma ^2
and transforms them to GM values beta and sigma ^2[gm]
using the formulas:
beta = -ln(phi)/delta_t
sigma^2[gm] = sigma^2/(1-phi^2)
Value
A vec containing GM values.
Author(s)
JJB
Examples
1
SMAC-Group/gmwm documentation built on Sept. 11, 2021, 10:06 a.m.
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Description Usage Arguments Details Value Author(s) Examples
Description
Takes AR1 values and transforms them to GM
Usage
1 | ar1_to_gm(theta, freq)
|
Arguments
theta |
A |
freq |
A |
Details
The function takes a vector of AR1 values phi and sigma ^2 and transforms them to GM values beta and sigma ^2[gm] using the formulas: beta = -ln(phi)/delta_t sigma^2[gm] = sigma^2/(1-phi^2)
Value
A vec containing GM values.
Author(s)
JJB
Examples
1 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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