Takes AR1 values and transforms them to GM

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

Author

James Balamuta