Transform GM to AR1
Takes GM values and transforms them to AR1
gm_to_ar1(theta, freq)
theta |
A |
freq |
A |
A vec containing GM values.
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(-beta * delta[t]) sigma^2 = sigma^2[gm]*(1-exp(-2*beta*delta[t]))
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