GetLikeDI {dynia} R Documentation

## Calculate the Likelihood function value provide a certain intervention model

### Description

Likelihood function value is calcuated for the intervention

### Usage

GetLikeDI(delta, z, T, xint = NA, itype = c("step", "pulse"), ...)


### Arguments

 delta The specific number for Intervention Level estimated z The time series we fit into the model T The start of the Intervention in the series xint The covariate considered in the model itype The type of intervention fitting in the model:"Step"(Default),"Step" ... Supported argment for arima function

### Value

Likelihood value is provided

### Author(s)

Jinkun Xiao and A. I. McLeod

### Examples

###Likelihood Test for Casualties with null:delta=1###
###Constrained Model Likelihood####
(LLRestricted<-GetLikeDI(delta=0,z=casualties[,1],T=70,xint=scale(casualties[,2]),
itype="s",order=c(1,0,0),seasonal=list(order=c(0,0,1),period=12)))
###Full Model Likelihood###
(LLFull <- optimize(f = GetLikeDI, interval = c(0.1, 2),  maximum = TRUE,
z = casualties[,1], T = 70, xint = scale(casualties[,2]), itype = "s",
order=c(1,0,0),seasonal=list(order=c(0,0,1),period=12)))
X <- 2 * (LLFull$objective - LLRestricted) ###P-VLUE For Likelihood Test### (pval <- 1 - pchisq(X, 1)) GetPV(delta0=1,z=casualties[,1],T=70,xint=scale(casualties[,2]),itype="s",order=c(1,0,0), seasonal=list(order=c(0,0,1),period=12)) ###################################################### ###Likelihood Test for Nile Flow with null:delta=1#### LLRestricted <- GetLikeDI(delta=1,z=Nile,T=34,itype="p",order=c(1,0,0)) ans <- optimize(f = GetLikeDI, interval = c(0.1, 2), maximum = TRUE,z=Nile,T=33 ,itype="p",order=c(1,0,0)) LLFull <- ans$objective
X <- 2 * (LLFull - LLRestricted)
(pval <- 1 - pchisq(X, 1))
GetPV(delta0=0,z=Nile,T=34,itype="p",order=c(1,0,0))



[Package dynia version 0.2 Index]