likelihood_EDM_piecewise: calculate likelihood for piecewise data

In pttstability: Particle-Takens Stability

calculate likelihood for piecewise data

Description

Calculates likelihoods across several segments of data - e.g. multiple plots from a single experiment. See documentation for particleFilterLL_piecewise for examples of use.

Usage

likelihood_EDM_piecewise(
  param,
  y,
  libuse_y,
  smap_coefs,
  Euse,
  tuse,
  N,
  colpar = c(logit(1e-06), log(0.1))
)

Arguments

param	parameters to be passed to likelihood0 function
y	the time series to be analyzed
libuse_y	a matrix with two columns, specifying the start end end positions of segments within vector y
smap_coefs	a matrix of s-mapping coefficients
Euse	embedding dimension for the s-mapping analysis
tuse	theta for s-mapping analysis
N	number of particles
colpar	parameters to be passed to the colfun0 - defaults to c(logit(1e-6), log(0.1))

Value

summed log likelihood across all segments

pttstability documentation built on May 29, 2024, 1:28 a.m.