mle.GRW | R Documentation |
Analytical ML estimator for random walk and stasis models
mle.GRW(y)
mle.URW(y)
mle.Stasis(y)
y |
a |
a vector of mstep
and vstep
for mle.GRW
,
vstep
for mle.URW
, and theta
and omega
for
mle.Stasis
mle.URW()
: ML parameter estimates for URW model
mle.Stasis()
: ML parameter estimates for Stasis model
These analytical solutions assume even spacing of samples and equal sampling variance in each, which will usually be violated in real data. They are used here mostly to generate initial parameter estimates for numerical optimization; they not likely to be called directly by the user.
fitSimple
y <- sim.GRW(ms = 1, vs = 1)
w <- mle.GRW(y)
print(w)
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