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, ...)vector of time series values.
vector of times of measurements associated with x.
breakpoint to test (in terms of the INDEX within "t" and "x", not actual time value).
additional parameters to pass to GetRho.
a vector containing the parameters and the negative log-likelihoods in order: mu1, sigma1, tau1, LL1, mu2, sigma2, tau2, LL2
GetBestBreak uses this function, while this function uses GetRho