llike_var_partial: VAR(p) partial likelihood (unnormalized) Note: Fine for fixed...
In beyondWhittle: Bayesian Spectral Inference for Time Series
llike_var_partial R Documentation
VAR(p) partial likelihood (unnormalized)
Note: Fine for fixed p, but not suited for model comparison
Description
VAR(p) partial likelihood (unnormalized)
Note: Fine for fixed p, but not suited for model comparison
Usage
llike_var_partial(zt, ar, sigma)
beyondWhittle documentation built on April 3, 2025, 7:49 p.m.
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.
| llike_var_partial | R Documentation |
VAR(p) partial likelihood (unnormalized) Note: Fine for fixed p, but not suited for model comparison
Description
VAR(p) partial likelihood (unnormalized) Note: Fine for fixed p, but not suited for model comparison
Usage
llike_var_partial(zt, ar, sigma)
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.