AR reparametrization

Map unconstraint AR parameters into contraint parameters

AR_params_to_phi(zeta)

Arguments

zeta

Numeric vector of length p, unconstraint parameters.

Note

Version 1.0.2

See also

Other ARMA-params: ARMA_companion_matrix(), ARMA_params_to_zeta(), ARMA_vector_b(), AR_params_to_zeta()