GetDoubleL | R Documentation |

Takes a time series with values `x`

obtained at time `t`

and a time break `tbreak`

, and returns the estimates of *μ*, *σ* and *τ* (or *ρ*) as well as the negative log-likelihood of those estimates before and after the break. Mostly for use internally within `GetBestBreak`

.

GetDoubleL(x, t, tbreak, ...)

`x` |
vector of time series values. |

`t` |
vector of times of measurements associated with x. |

`tbreak` |
breakpoint to test (in terms of the INDEX within "t" and "x", not actual time value). |

`...` |
additional parameters to pass to |

a vector containing the parameters and the negative log-likelihoods in order: `mu1, sigma1, tau1, LL1, mu2, sigma2, tau2, LL2`

Eliezer Gurarie

`GetBestBreak`

uses this function, while this function uses `GetRho`

bcpa documentation built on May 30, 2022, 5:07 p.m.

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