gmwm (version 2.0.0)

ar1_to_gm: 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.

Value

A vec containing GM values.

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: $beta = -ln(phi)/delta_t$ $sigma^2[gm] = sigma^2/(1-phi^2)$

Examples

ar1_to_gm(c(0.3,1,0.6,.3), 2)