IARphiloglik: Minus Log Likelihood of the IAR Model

In iAR: Irregularly Observed Autoregressive Models

Minus Log Likelihood of the IAR Model

Description

This function return the negative log likelihood of the IAR Model for a specific value of phi.

Usage

IARphiloglik(x, y, st, delta_input, zeroMean = TRUE, standardized = TRUE)

Arguments

x	A given phi coefficient of the IAR model.
y	Array with the time series observations.
st	Array with the irregular observational times.
delta_input	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 was standardized; if FALSE, y contains the raw data

Value

Value of the negative log likelihood evaluated in phi.

References

\insertRef

Eyheramendy_2018iAR

See Also

gentime, IARsample

Examples

set.seed(6714)
st<-gentime(n=100)
y<-IARsample(phi=0.99,st=st,n=100)
y<-y$series
IARphiloglik(x=0.8,y=y,st=st,delta_input=c(0))

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