node_mle_long: Constructs the Node MLE with jump thresholding

In ntwk: Statistical Inference for Network Time Series

Description

Constructs the Node MLE with jump thresholding

Usage

node_mle_long(times, data, thresholds, div = 1e+05, output = "vector")

Arguments

times	Times at which data is given
data	Values to compute the MLE with.
thresholds	Jump threshold values.
div	Batch size/divisor to avoid large memory allocation.
output	String to indicate the form of the output: vector or matrix.

Value

The GrOU MLE in matrix/vector form in psi parametrisation.

ntwk documentation built on Sept. 13, 2021, 9:07 a.m.