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 μ, σ and τ (or
ρ) 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