likelihoodAR1 {BayesianTools}R Documentation

AR1 type likelihood function

Description

AR1 type likelihood function

Usage

likelihoodAR1(predicted, observed, sd, a)

Arguments

predicted

vector of predicted values

observed

vector of observed values

sd

standard deviation of the iid normal likelihood

a

temporal correlation in the AR1 model

Note

The AR1 model considers the process:
y(t) = a y(t-1) + E
e = i.i.d. N(0,sd)
|a| < 1
At the moment, no NAs are allowed in the time series.

Author(s)

Florian Hartig


[Package BayesianTools version 0.1.7 Index]