View source: R/univariate_autoregressive_hmm_functions.R
ar_hmm_mllk | R Documentation |
Get negative log-likelihood from the working parameters
ar_hmm_mllk(parvect, x, m, q, stationary = TRUE, state = NULL)
x |
Vector of observations |
m |
Number of states |
stationary |
Boolean, whether the HMM is stationary or not |
state |
List of state values, if provided. 0 represents an unknown state value. |
Negative log-likelihood
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.