tslogl


A BUGS model created in the tsbugs package.



Mean value of y over time for each set of simulated parameter values.


ymean


Standard deviation of y over time for each set of simulated parameter values.


sigma


This function is intended for internal use only. It calculates the log-likelihood function of a time series of normally distributed data for use in the <code><a rd-options="" href="/link/q1q2l?package=tsbridge&version=1.1" data-mini-rdoc="tsbridge::q1q2l">q1q2l</a></code> (via <code><a rd-options="" href="/link/dcvts?package=tsbridge&version=1.1" data-mini-rdoc="tsbridge::dcvts">dcvts</a></code>, <code><a rd-options="" href="/link/dsvts?package=tsbridge&version=1.1" data-mini-rdoc="tsbridge::dsvts">dsvts</a></code> or <code><a rd-options="" href="/link/drvts?package=tsbridge&version=1.1" data-mini-rdoc="tsbridge::drvts">drvts</a></code>)


The tsbridge package contains a collection of R functions that can be used to estimate normalising constants using the bridge sampler of Meng and Wong (1996). The functions can be applied to calculate posterior model probabilities for a variety of time series Bayesian models, where parameters are estimated using BUGS, and models themselves are created using the tsbugs package.

tslogl: Log-Likelihood of Time Series Model.

Description

Usage

Arguments

See Also