gm_to_ar1: Transform GM to AR1
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments
gm_to_ar1 R Documentation
Transform GM to AR1
Description
Takes GM values and transforms them to AR1
Usage
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 \left( { - \beta \Delta t} \right)
{\sigma ^2} = \sigma _{gm}^2\left( {1 - \exp \left( { - 2\beta \Delta t} \right)} \right)
Examples
gm_to_ar1(c(0.3,1,0.6,.3), 2)
SMAC-Group/gmwm documentation built on June 10, 2025, 6:10 a.m.
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| gm_to_ar1 | R Documentation |
Transform GM to AR1
Description
Takes GM values and transforms them to AR1
Usage
gm_to_ar1(theta, freq)
Arguments
theta |
A |
freq |
A |
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 \left( { - \beta \Delta t} \right)
{\sigma ^2} = \sigma _{gm}^2\left( {1 - \exp \left( { - 2\beta \Delta t} \right)} \right)
Examples
gm_to_ar1(c(0.3,1,0.6,.3), 2)
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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