1% Generated by roxygen2: do not edit by hand
2% Please edit documentation in R/artransform.R
3\name{artransform}
4\alias{artransform}
5\title{Mapping real valued parameters to stationary region}
6\usage{
7artransform(param)
8}
9\arguments{
10\item{param}{Real valued parameters for the transformation.}
11}
12\value{
13transformed The parameters satisfying the stationary constrains.
14}
15\description{
16Function \code{artransform} transforms \eqn{p} real valued parameters to
17stationary region of \eqn{p}th order autoregressive process using
18parametrization suggested by Jones (1980). Fortran code is a converted from
19\code{stats} package's C-function \code{partrans}.
20}
21\note{
22This should in theory always work, but in practice the initial transformation
23by \code{tanh} can produce values numerically identical to 1, leading to AR coefficients
24which do not satisfy the stationarity constraints. See example in \code{logLik.SSModel} on how
25to scope with those issues.
26}
27\examples{
28artransform(1:3)
29}
30\references{
31Jones, R. H (1980). Maximum likelihood fitting
32of ARMA models to time series with missing observations, Technometrics
33Vol 22. p. 389--395.
34}
35