ar1_to_gm: Transform AR1 to GM
In schoi355/gmwm: Generalized Method of Wavelet Moments
ar1_to_gm R Documentation
Transform AR1 to GM
Description
Takes AR1 values and transforms them to GM
Usage
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
ar1_to_gm(c(0.3,1,0.6,.3), 2)
schoi355/gmwm documentation built on April 11, 2022, 1:21 a.m.
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.
| ar1_to_gm | R Documentation |
Transform AR1 to GM
Description
Takes AR1 values and transforms them to GM
Usage
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
ar1_to_gm(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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.