mllB: Minus log-likelihood for the invariant distribution of OU

Description Usage Arguments

Description

Minus log-likelihood for the invariant distribution of OU

Usage

1
mllB(B, S, C = diag(nrow(B)))

Arguments

B

coefficent matrix

S

covariance matrix

C

noise matrix


gherardovarando/crossSectional documentation built on July 7, 2019, 12:44 a.m.