logLikeRcpp: Compute the log-likelihood for STAR

In drkowal/rSTAR: MCMC and EM algorithms for Simultaneous Transformation and Rounding (STAR) Models

Compute the log-likelihood for STAR

Description

Compute the log-likelihood for a STAR model. The code here assumes that the transformed real-valued process (z_star) has conditionally independent components with means mu and standard deviations sigma.

Usage

logLikeRcpp(g_a_j, g_a_jp1, mu, sigma)

Arguments

g_a_j	m x 1 vector of g(a(j))
g_a_jp1	m x 1 vector of g(a(j + 1))
mu	m x 1 vector of conditional expectations
sigma	m x 1 vector of conditional standard deviations

Value

loglike scalar log-likelihood value

Note

This function uses Rcpp for computational efficiency.

drkowal/rSTAR documentation built on July 5, 2023, 2:18 p.m.