.RAR2transform {RGAP}R Documentation

Transforms the parameters of an AR(2) process to its re-parametrized version RAR(2) and vice versa.

Description

Transforms the parameters of an AR(2) process to its re-parametrized version RAR(2) and vice versa.

Usage

.RAR2transform(par, phi2Atau = TRUE)

Arguments

par

vector of parameters

phi2Atau

logical indicating whether the transformation should be from AR(2) to RAR(2) or vice versa.

Value

A vector with the transformed parameters


[Package RGAP version 0.1.1 Index]