log_lik_arma: Log-likelihood function of continuous Gaussian ARMA model

In hlennon/copulaIVTS: Dependence modelling of a digitised Gaussian ARMA(p,q) copula model for Integer-Valued Time Series

Description

Direct estimation of the log-likelihood function of continuous Gaussian ARMA model

Usage

log_lik_arma(xxx, para, order)

Arguments

xxx
para
order

Examples

## The function is currently defined as
function (xxx, para, order)
{
    m <- ncol(xxx)
    Ij <- numeric(m)
    for (i in 1:m) {
        Ij[i] <- exp(arma_loglikelihood(para, xxx[, i], ord = order))
    }
    return(Ij)
  }

hlennon/copulaIVTS documentation built on Dec. 20, 2021, 4:45 p.m.