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LMest (version 2.4.5)

lk_ar_rho: Compute complete log-likelihood for AR(1) latent process

Description

Compute the complete log-likelihood for the transtion and intial probabilties under the constraint of AR(1) latent process (internal use).

Usage

lk_ar_rho(lrho, SUP, V, outp = FALSE)

Arguments

lrho

Fisher transformation of the autocorrelation coefficient

SUP

matrix of the support points

V

array containing the posterior distribution of the latent states for each response configuration and time occasion

outp

to return addtional output (Wei, rho)

Value

flk

Minus the complete log-likelihood