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 \mu
, \sigma
and \tau
(or \rho
) as well as the negative log-likelihood 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 log-likelihoods in order: mu1, sigma1, tau1, LL1, mu2, sigma2, tau2, LL2
Eliezer Gurarie
GetBestBreak
uses this function, while this function uses GetRho