likelihoodAR1 {BayesianTools} | R Documentation |
AR1 type likelihood function
likelihoodAR1(predicted, observed, sd, a)
predicted |
vector of predicted values |
observed |
vector of observed values |
sd |
standard deviation of the iid normal likelihood |
a |
temporal correlation in the AR1 model |
The AR1 model considers the process:
y(t) = a y(t-1) + E
e = i.i.d. N(0,sd)
|a| < 1
At the moment, no NAs are allowed in the time series.
Florian Hartig