logL.joint.multi.OUOU | R Documentation |
Returns log-likelihood for a multivariate Ornstein-Uhlenbeck model.
logL.joint.multi.OUOU(init.par, yy, A.matrix, R.matrix)
init.par |
initial (starting) parameters values |
yy |
a multivariate evoTS object |
A.matrix |
the pull matrix. |
R.matrix |
the drift matrix.. |
In general, users will not be access these functions directly, but instead use the optimization functions, which use these functions to find the best-supported parameter values.
The log-likelihood of the parameter estimates, given the data.
Kjetil Lysne Voje
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.