ev.trawl (version 0.1.0)

UnivariateFullPL: Computes univariate latent trawl FULL pairwise likelihood depending with exponential trawl function with the option to fix some parameter values.

Description

Computes univariate latent trawl FULL pairwise likelihood depending with exponential trawl function with the option to fix some parameter values.

Usage

UnivariateFullPL(times, values, delta, fixed_names, fixed_params, params,
  model_vars_names, logscale = T, transformation = F)

Arguments

times

Vector of timestamps.

values

Vector of target values.

delta

Maximum depth of pairwise likelihood blocks. Should be positive natural integer.

fixed_names

Vector of literal names of parameters to keep fixed.

fixed_params

Vector of numerical values of fixed parameters.

params

List of parameters.

model_vars_names

Vector of all parameters names in the model.

logscale

Boolean to use logscale (log-likelihood). Default T.

transformation

Boolean to use the Marginal Transform (MT) method.

Value

FULL latent trawl pairwise likelihood with some (or none) parameters fixed.

Examples

# NOT RUN {
times <- c(1,2,3,4,5)
values <- c(2,0,3,4,0)
delta <- 2
fixed_names <- c("alpha", "beta")
fixed_params <- c(2.0, 3.4)
params <- c(0.1, 4.3)
model_vars_names <- c("alpha", "beta", "rho", "kappa")
UnivariateFullPL(times, values, delta, fixed_names, fixed_params,
params, model_vars_names, TRUE, FALSE)

# }