R/RcppExports.R

In bcpa: Behavioral Change Point Analysis of Animal Movement

# Generated by using Rcpp::compileAttributes() -> do not edit by hand
# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393

#' Obtain likelihood estimates of gappy Gaussian time series
#' 
#' Obtain likelihood of gappy standardized Gaussian time series "x" sampled at
#' times "t" given parameter "rho" (autocorrelation).  Alternatively computes
#' the characteristic time scale "tau".
#' 
#' @name GetL
#' 
#' @param x Time series
#' @param t Sampling times
#' @param rho Auto-correlation
#' @param tau logical: Whether or not to compute characteristic time scale
#' instead of rho.
#' @return Returns the log-likelihood of the data.
#' @author Eliezer Gurarie
#' @seealso Core function of BCPA, used directly in \code{\link{GetRho}}
#' @examples 
#' # simulate autocorrelated time series
#'   rho.true <- 0.8
#'   x.full <- arima.sim(1000, model=list(ar = rho.true))
#'   t.full <- 1:1000
#'   
#' # subsample time series
#'   keep <- sort(sample(1:1000, 200))
#'   x <- x.full[keep]
#'   t <- t.full[keep]
#'   plot(t,x, type="l")
#'   
#' # Obtain MLE of rho
#'   rhos <- seq(0,.99,.01)
#'   L <- sapply(rhos, function(r) GetL(x, t, r))
#'   rho.hat <- rhos[which.max(L)]
#'   plot(rhos, L, type = "l")
#'   abline(v = c(rho.true, rho.hat), lty=3:2, lwd=2)
#'   legend("bottomleft", legend=c("true value","MLE"), lty=3:2, lwd=2, 
#'          title = expression(rho))
#'          
#' # Why tau is better
#'   tau.true <- -1/log(rho.true)
#'   taus <- seq(1,10,.1)
#'   L <- sapply(taus, function(r) GetL(x, t, r, tau = TRUE))
#'   tau.hat <- taus[which.max(L)]
#' 
#'   plot(taus, L, type = "l")
#'   abline(v = c(tau.true, tau.hat), lty=3:2, lwd=2)
#'   legend("bottomleft", legend=c("true value","MLE"), lty=3:2, lwd=2, 
#'          title = expression(tau))
NULL

GetL <- function(x, t, rho, tau = FALSE) {
    .Call('_bcpa_GetL', PACKAGE = 'bcpa', x, t, rho, tau)
}