gm_to_ar1: Transform GM to AR1
In SMAC-Group/gmwm: Generalized Method of Wavelet Moments
Description
Usage
Arguments
Value
Author(s)
Examples
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
SMAC-Group/gmwm documentation built on Sept. 11, 2021, 10:06 a.m.
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Description Usage Arguments Value Author(s) Examples
Description
Takes GM values and transforms them to AR1
Usage
1 | 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(-beta * delta[t]) sigma^2 = sigma^2[gm]*(1-exp(-2*beta*delta[t]))
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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