Description Usage Arguments Value Author(s) Examples
Fast evaluation of the RCM log-likelihood function.
1 | rcm_loglik_arma(Psi, nu, S_list, ns)
|
Psi |
A |
nu |
A numeric of length 1 giving the degrees of freedom. |
S_list |
A |
ns |
A numeric of the same length as |
The value of the log-likelihood.
Anders Ellern Bilgrau <anders.ellern.bilgrau (at) gmail.com>
1 2 3 | ns <- c(5, 5, 5)
S <- createRCMData(ns = ns, psi = diag(4), nu = 30)
correlateR:::rcm_loglik_arma(Psi = diag(4), nu = 15, S_list = S, ns = ns)
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