GetRho {bcpa} | R Documentation |
Estimates characteristic time \tau
or auto-correlation \rho
from
a gappy time series dataset. It works first by estimating the mean and
standard deviation directly from the time series X, using these to
standardize the time series, and then optimizes for the likelihood of the
value of \tau
or \rho
.
GetRho(x, t, tau = TRUE)
x |
vector of time series values. |
t |
vector of times of measurements associated with x. |
tau |
whether or not to estimate time scale |
Returns a vector of length two: the estimate and the negative log-likelihood
Eliezer Gurarie