IARphiloglik {iAR}

Minus Log Likelihood of the IAR Model

Description

This function return the negative log likelihood of the IAR Model for a specific value of phi.

Usage

IARphiloglik(x, y, st, delta_input, zeroMean = TRUE, standardized = TRUE)

Arguments

x

A given phi coefficient of the IAR model.

y

Array with the time series observations.

st

Array with the irregular observational times.

delta_input

Array with the measurements error standard deviations.

zeroMean

logical; if TRUE, the array y has zero mean; if FALSE, y has a mean different from zero.

standardized

logical; if TRUE, the array y was standardized; if FALSE, y contains the raw data

Value

Value of the negative log likelihood evaluated in phi.

References

Eyheramendy S, Elorrieta F, Palma W (2018). “An irregular discrete time series model to identify residuals with autocorrelation in astronomical light curves.” Monthly Notices of the Royal Astronomical Society, 481(4), 4311–4322. ISSN 0035-8711, doi: 10.1093/mnras/sty2487, https://academic.oup.com/mnras/article-pdf/481/4/4311/25906473/sty2487.pdf.

See Also

gentime, IARsample

Examples

set.seed(6714)
st<-gentime(n=100)
y<-IARsample(phi=0.99,st=st,n=100)
y<-y$series
IARphiloglik(x=0.8,y=y,st=st,delta_input=c(0))