Nothing
R/LoglikelihoodAR.R
In FitAR: Subset AR Model Fitting
`LoglikelihoodAR` <-
function(phi, z, MeanValue=0){
if(length(phi)==0) phi=0
phis<-c(1,-phi)
y<-z-MeanValue
n<-length(z)
-log(DetAR(phi))/2 - (n/2)*log(sum(crossprod(phis,ChampernowneD(y,length(phis)-1,MeanZero=TRUE))*phis)/n)
}
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FitAR documentation built on May 2, 2019, 3:22 a.m.
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`LoglikelihoodAR` <-
function(phi, z, MeanValue=0){
if(length(phi)==0) phi=0
phis<-c(1,-phi)
y<-z-MeanValue
n<-length(z)
-log(DetAR(phi))/2 - (n/2)*log(sum(crossprod(phis,ChampernowneD(y,length(phis)-1,MeanZero=TRUE))*phis)/n)
}
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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