make_fcond_lik-methods | R Documentation |
Create a function for the computation of the conditional likelihood of MixAR models for a given time series. The methods for this generic function defined in package mixAR are described here.
make_fcond_lik(model, ts)
model |
a |
ts |
the time series |
The returned value is a function, say f(x)
, whose only argument
is a numeric vector of parameters with the arrangement of
lik_params
, for which it computes the conditional
loglikelihood.
f
can be given to optimisation routines.
Argument model
is an object inheriting from MixAR
and
determines the structure of the MixAR model for the function,
f
, that it creates. So, properties of the model,
such as number of components, AR order, and distribution of the noise
components are fixed when f
is created and only the numeric
values of the parameters are changed by calls to it.
a function of one argument, the parameters of a MixAR model as a
numeric vector with the arrangement of lik_params
, for which
it computes the conditional loglikelihood
The environment of the returned function contains the time series and
the model object (initially argument model
, later the model
used in the last call to f
). So, these things can be extracted
from f
.
Is it necessary to create convenience functions?
signature(model = "MixAR", ts = "numeric")
mix_pdf
,
mix_cdf
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