likelihoodAR1: AR1 type likelihood function

In BayesianTools: General-Purpose MCMC and SMC Samplers and Tools for Bayesian Statistics

AR1 type likelihood function

Description

AR1 type likelihood function

Usage

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 Feb. 16, 2023, 8:44 p.m.