| IARphit {iAR} | R Documentation |
Minus Log Likelihood IAR-T Model
Description
This function return the negative log likelihood of the IAR-T given specific values of phi and sigma.
Usage
IARphit(yest, x, y, st, nu = 3)
Arguments
yest |
The estimate of a missing value in the time series. This function recognizes a missing value with a NA. If the time series does not have a missing value, this value does not affect the computation of the likelihood. |
x |
An array with the parameters of the IAR-T model. The first element of the array corresponding to the phi parameter and the second element to the scale parameter sigma |
y |
Array with the time series observations |
st |
Array with the irregular observational times |
nu |
degrees of freedom |
Value
Value of the negative log likelihood evaluated in phi,sigma and nu.
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
Examples
n=300
set.seed(6714)
st<-gentime(n)
y<-IARtsample(n,0.9,st,sigma2=1,nu=3)
IARphit(x=c(0.9,1),y=y$y,st=st,yest=0)