loclike.logpdf.NoisyAR: Compute the local likelihood of a NoisyAR model

Description Usage Arguments Value

Description

Compute the local likelihood of a NoisyAR model

Usage

1

Arguments

self

Instance of the NoisyAR class

x

Current state

y

Current observation

Value

Logarithm of the local likelihood p(y|x)


nickpoison/nltsa documentation built on May 23, 2019, 4:48 p.m.