:help case says:
To turn one line into title caps, make every first letter of a word
uppercase:
    : s/\v<(.)(\w*)/\u\1\L\2/g
Explanation:
:                      # Enter ex command line mode.
space                  # The space after the colon means that there is no
                       # address range i.e. line,line or % for entire
                       # file.
s/pattern/result/g     # The overall search and replace command uses
                       # forward slashes.  The g means to apply the
                       # change to every thing on the line. If there
                       # g is missing, then change just the first match
                       # is changed.
The pattern portion has this meaning:
\v                     # Means to enter very magic mode.
<                      # Find the beginning of a word boundary.
(.)                    # The first () construct is a capture group.
                       # Inside the () a single ., dot, means match any
                       #  character.
(\w*)                  # The second () capture group contains \w*. This
                       # means find one or more word characters. \w* is
                       # shorthand for [a-zA-Z0-9_].
The result or replacement portion has this meaning:
\u                     # Means to uppercase the following character.
\1                     # Each () capture group is assigned a number
                       # from 1 to 9. \1 or back slash one says use what
                       # I captured in the first capture group.
\L                     # Means to lowercase all the following characters.
\2                     # Use the second capture group
Result:
ROPER STATE PARK
Roper State Park
An alternate to the very magic mode:
: % s/\<\(.\)\(\w*\)/\u\1\L\2/g
# Each capture group requires a backslash to enable their meta
# character meaning i.e. "\(\)" versus "()".