# CIARphikalman: Minus Log Likelihood of the CIAR Model In iAR: Irregularly Observed Autoregressive Models

 CIARphikalman R Documentation

## Minus Log Likelihood of the CIAR Model

### Description

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

### Usage

```CIARphikalman(yest, x, y, t, yerr, zeroMean = TRUE, standardized = TRUE, c = 1)
```

### Arguments

 `yest` The estimate of a missing value in the time series. This function recognizes a missing value with a NA. If the time series does not have a missing value, this value does not affect the computation of the likelihood. `x` An array with the parameters of the CIAR model. The elements of the array are, in order, the real (phiR) and the imaginary (phiI) part of the coefficient of CIAR model. `y` Array with the time series observations. `t` Array with the irregular observational times. `yerr` Array with the measurements error standard deviations. `zeroMean` logical; if TRUE, the array y has zero mean; if FALSE, y has a mean different from zero. `standardized` logical; if TRUE, the array y is standardized; if FALSE, y contains the raw time series. `c` Nuisance parameter corresponding to the variance of the imaginary part.

### Value

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

### References

\insertRef

Elorrieta_2019iAR

`gentime`, `CIARsample`

### Examples

```n=300
set.seed(6714)
st<-gentime(n)
x=CIARsample(n=n,phiR=0.9,phiI=0,st=st,c=1)
y=x\$y
yerr=rep(0,n)
CIARphikalman(x=c(0.8,0),y=y,t=st,yerr=yerr,yest=0)
```

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