chowlin_likelihood: Likelihood function from Chow-Lin or Litterman temporal...
In TSdisaggregation: High-Dimensional Temporal Disaggregation
View source: R/chowlin_likelihood.R
chowlin_likelihood R Documentation
Likelihood function from Chow-Lin or Litterman temporal disaggregation.
Description
Used in disaggregation.R to find estimates of the optimal rho parameter.
Usage
chowlin_likelihood(Y, X, vcov)
Arguments
Y
The low-frequency response series (n_l x 1 matrix).
X
The aggregated high-frequency indicator series (n_l x p matrix).
vcov
Aggregated variance-covariance matrix of Chow-Lin or Litterman residuals.
References
\insertAllCited
TSdisaggregation documentation built on May 19, 2022, 1:06 a.m.
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View source: R/chowlin_likelihood.R
| chowlin_likelihood | R Documentation |
Likelihood function from Chow-Lin or Litterman temporal disaggregation.
Description
Used in disaggregation.R to find estimates of the optimal rho parameter.
Usage
chowlin_likelihood(Y, X, vcov)
Arguments
Y |
The low-frequency response series (n_l x 1 matrix). |
X |
The aggregated high-frequency indicator series (n_l x p matrix). |
vcov |
Aggregated variance-covariance matrix of Chow-Lin or Litterman residuals. |
References
\insertAllCitedR 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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