.RAR2transform {RGAP} | R Documentation |
Transforms the parameters of an AR(2) process to its re-parametrized version RAR(2) and vice versa.
.RAR2transform(par, phi2Atau = TRUE)
par |
vector of parameters |
phi2Atau |
logical indicating whether the transformation should be from AR(2) to RAR(2) or vice versa. |
A vector with the transformed parameters