Nothing
R/FastLoglikelihoodAR.R
In FitAR: Subset AR Model Fitting
`FastLoglikelihoodAR` <-
function(phi, n, CD){
phis<-c(1,-phi)
LL <- -log(DetAR(phi))/2-(n/2)*log(sum(crossprod(phis,CD)*phis)/n)
if (!is.finite(LL)){
LL<--1e35 }
LL
}
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FitAR documentation built on May 2, 2019, 3:22 a.m.
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`FastLoglikelihoodAR` <-
function(phi, n, CD){
phis<-c(1,-phi)
LL <- -log(DetAR(phi))/2-(n/2)*log(sum(crossprod(phis,CD)*phis)/n)
if (!is.finite(LL)){
LL<--1e35 }
LL
}
Try the FitAR package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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