gm_to_ar1: Transform GM to AR1

View source: R/RcppExports.R

gm_to_ar1R 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)

James Balamuta 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)


SMAC-Group/simts documentation built on Sept. 4, 2023, 5:25 a.m.