kalman.rw.fit: Cumulative negative log-likelihood

In carrieholt/KF-funcs: Kalman filter functions

Cumulative negative log-likelihood

Description

Cumulative negative log-likelihood

Usage

kalman.rw.fit(optim.vars, init.mean.a, init.var.a, x, y, Ts)

Arguments

optim.vars	Vector of initial values for variables to be estimated (initial mean a, initial variance of a, b, ln.sig.e, ln.sig.w, Ts)
init.mean.a	Starting mean for intercept, a
init.var.a	Starting variance for intercept, a
x	Independent variable in obs. equation
y	Dependent variable in obs. equation
Ts	Number of years to omit when calculating the concentrated likelihood for the data set. See Visser and Molenaar (1988). Default is 1.

Value

Cumulative negative log-likelihood

carrieholt/KF-funcs documentation built on July 26, 2022, 7:24 a.m.