Description Usage Arguments Value Author(s) See Also Examples
The concentrated loglikelihood, that is, the loglikelihood function maximized over the innovation variance parameter, is computed.
1 | LLPLA(alpha, z)
|
alpha |
decay parameter |
z |
time series |
the value of the loglikelihood
A. I. McLeod
1 2 3 4 5 6 7 | #compute loglikelihood for NileFlowCMS with
# H=0.9 and with alpha=2-2*H=0.2
data(NileFlowCMS)
z<-NileFlowCMS
z<-z-mean(z)
LLFGN(0.9, z)
LLPLA(0.2, z)
|
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