likelihoodAR1: AR1 type likelihood function

Description Usage Arguments Note Author(s)

View source: R/classLikelihood.R

Description

AR1 type likelihood function

Usage

1
likelihoodAR1(predicted, observed, sd, a)

Arguments

predicted

vector of predicted values

observed

vector of observed values

sd

standard deviation of the iid normal likelihood

a

temporal correlation in the AR1 model

Note

The AR1 model considers the process:
y(t) = a y(t-1) + E
e = i.i.d. N(0,sd)
|a| < 1
At the moment, no NAs are allowed in the time series.

Author(s)

Florian Hartig


BayesianTools documentation built on Dec. 10, 2019, 1:08 a.m.