GetDoubleL {bcpa}  R Documentation 
Takes a time series with values x
obtained at time
t
and a time break tbreak
, and returns the
estimates of μ, σ and τ (or
ρ) as well as the negative loglikelihood of those
estimates before and after the break. Mostly for use
internally within GetBestBreak
.
GetDoubleL(x, t, tbreak, ...)
x 
vector of time series values. 
t 
vector of times of measurements associated with x. 
tbreak 
breakpoint to test (in terms of the INDEX within "t" and "x", not actual time value). 
... 
additional parameters to pass to

a vector containing the parameters and the negative
loglikelihoods in order: mu1, sigma1, tau1, LL1,
mu2, sigma2, tau2, LL2
Eliezer Gurarie
GetBestBreak
uses this function, while this
function uses GetRho