ar1_to_gm {simts}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 = - \frac{{\ln \left( \phi \right)}}{{\Delta t}} \sigma _{gm}^2 = \frac{{{\sigma ^2}}}{{1 - {\phi ^2}}}

Value

A vec containing GM values.

Author(s)

James Balamuta


[Package simts version 0.2.2 Index]