likOU: Calculates the likelihood of observing a trajectory under a...

Description Usage Arguments

Description

Likelihood calculation follows from memorylessness of a Markov chain, so it's just a product of Gaussians

Usage

1
likOU(x, t, mu, sigma, nu)

Arguments

x

= (x0, x1, ..., xn)

t

= (t0, t2, ..., tn)

mu

Mean

sigma

Standard deviation

nu

Decay rate


laduplessis/bdskytools documentation built on May 20, 2019, 7:33 p.m.