loglikbridge {codadiags} | R Documentation |
Compute the so called "Log-likelihood bridge" process.
loglikbridge(X)
X |
MCMC sampling sequence of length N |
log-likelihood sequence
LL=\left\{ll_n\right\}_{2\leq n\leq N-2},
ll_n=N*ln(\hat \sigma_{1,N}^2)-n*ln(\hat
\sigma_{1,n}^2)-(N-n)ln(\hat \sigma_{n+1,N}^2)
x = AR1(rho=0)
llb = loglikbridge(x)
plot(llb,type='l',col='red')