logL.joint.multi.OUOU.user | R Documentation |
Returns log-likelihood for a multivariate Ornstein-Uhlenbeck model with used defined A and R matrices..
logL.joint.multi.OUOU.user(
init.par,
yy,
A.user,
R.user,
locations.A,
location.diag.A,
location.upper.tri.A,
location.lower.tri.A,
locations.R,
location.diag.R,
location.upper.tri.R
)
init.par |
initial (starting) parameters values |
yy |
a multivariate evoTS object |
A.user |
the pull matrix. |
R.user |
the drift matrix. |
locations.A |
location (row and column) of parameters (elements) in the A matrix that is estimated |
location.diag.A |
location (row and column) of parameters (elements) in the diagonal of the A matrix that is estimated |
location.upper.tri.A |
location (row and column) of parameters (elements) in the upper triangle of the A matrix that is estimated |
location.lower.tri.A |
location (row and column) of parameters (elements) in the lower triangle of the A matrix that is estimated |
locations.R |
location (row and column) of parameters (elements) in the R matrix that is estimated |
location.diag.R |
location (row and column) of parameters (elements) in the diagonal of the R matrix that is estimated |
location.upper.tri.R |
location (row and column) of parameters (elements) in the upper triangle of the R matrix that is estimated |
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
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