Lik: Gaussian likelihood for given time series data

In PhilippVWC/myBayes: Functions for time series analysis based on Bayesian methods

Description

Lik computes the Gaussian likelihood for a the supplied data Y given the model vector X. The standart deviation sigma is equal for every datapoint in this implementation. Hence, please supply a single scalar value of type double.

Usage

Lik(X, Y, sigma)

Arguments

X	Vector of type double - The given model vector.
Y	Vector of type double - The given data.
sigma	Double - The standard deviation of the gaussian likelihood.

Value

Double - The resulting likelihood.

Author(s)

Philipp van Wickevoot Crommelin

PhilippVWC/myBayes documentation built on Oct. 2, 2020, 8:25 a.m.