REMLE_orth: Restricted maximum likelihood estimates

In gajdosandrej/fdslrm: R package for modeling and prediction of time series using linear mixed models

Description

REMLE_orth(X, F, V) calculates restricted maximum likelihood estimates (REMLE) of variance parameters in orthogonal FDSLRM.

Usage

REMLE_orth(X, F, V)

Arguments

X	time series realization.
F	design matrix for fixed effects.
V	design matrix for random effects.

Value

REMLE of variance parameters σ_1^2, ..., σ_l^2, σ^2.

Note

Ver.: 06-Feb-2019 09:45:31.

Examples

## EXAMPLE 1
times <- c(1:24)
freq_fixed <- c(1/24)
freq_rand <- c(1/8, 1/6)
matF <- makeF(times, freq_fixed)
matV <- makeV(times, freq_rand)
X <- c(40.3, 40.7, 38.5, 37.9, 38.6, 41.1, 45.2, 45.7, 46.7, 46.5, 45.2, 45.1, 45.8, 46.3, 47.5, 48.5, 49.1, 51.7, 50.6, 48, 44.7, 41.2, 40, 40.3)
remle_orth <- REMLE_orth(X, matF, matV)
print(remle_orth)

gajdosandrej/fdslrm documentation built on April 28, 2020, 11:35 a.m.