gm_to_ar1: Transform GM to AR1
In schoi355/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(-beta * delta[t])
sigma^2 = sigma^2[gm]*(1-exp(-2*beta*delta[t]))
Examples
gm_to_ar1(c(0.3,1,0.6,.3), 2)
schoi355/gmwm documentation built on April 11, 2022, 1:21 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(-beta * delta[t]) sigma^2 = sigma^2[gm]*(1-exp(-2*beta*delta[t]))
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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