# BIARphikalman: Minus Log Likelihood of the BIAR Model In iAR: Irregularly Observed Autoregressive Models

 BIARphikalman R Documentation

## Minus Log Likelihood of the BIAR Model

### Description

This function return the negative log likelihood of the BIAR process given specific values of phiR and phiI

### Usage

```BIARphikalman(yest, phiValues, y1, y2, t, yerr1, yerr2, zeroMean = TRUE)
```

### Arguments

 `yest` An array with the estimate of a missing value in one or both time series of the bivariate process. This function recognizes a missing value with a NA. If the bivariate time series does not have a missing value, this value does not affect the computation of the likelihood. `phiValues` An array with the parameters of the BIAR model. The elements of the array are, in order, the real (phiR) and the imaginary (phiI) part of the coefficient of BIAR model. `y1` Array with the observations of the first time series of the BIAR process. `y2` Array with the observations of the second time series of the BIAR process. `t` Array with the irregular observational times. `yerr1` Array with the measurements error standard deviations of the first time series of the BIAR process. `yerr2` Array with the measurements error standard deviations of the second time series of the BIAR process. `zeroMean` logical; if TRUE, the array y has zero mean; if FALSE, y has a mean different from zero.

### Value

Value of the negative log likelihood evaluated in phiR and phiI.

### References

\insertRef

Elorrieta_2021iAR

`gentime`, `BIARsample`

### Examples

```n=300
set.seed(6714)
st<-gentime(n)
x=BIARsample(n=n,phiR=0.9,phiI=0.3,st=st)
y=x\$y
y1=y[1,]
y2=y[2,]
yerr1=rep(0,n)
yerr2=rep(0,n)
BIARphikalman(phiValues=c(0.8,0.2),y1=y1,y2=y2,t=st,yerr1=yerr1,yerr2=yerr2,yest=c(0,0))
```

iAR documentation built on Nov. 25, 2022, 1:06 a.m.