Returns log-likelihood for a multivariate Ornstein-Uhlenbeck model with used defined A and R matrices..
logL.joint.multi.OUOU.user(
init.par,
yy,
A.user,
R.user,
locations.A,
location.diag.A,
location.upper.tri.A,
location.lower.tri.A,
locations.R,
location.diag.R,
location.upper.tri.R
)The log-likelihood of the parameter estimates, given the data.
initial (starting) parameters values
a multivariate evoTS object
the pull matrix.
the drift matrix.
location (row and column) of parameters (elements) in the A matrix that is estimated
location (row and column) of parameters (elements) in the diagonal of the A matrix that is estimated
location (row and column) of parameters (elements) in the upper triangle of the A matrix that is estimated
location (row and column) of parameters (elements) in the lower triangle of the A matrix that is estimated
location (row and column) of parameters (elements) in the R matrix that is estimated
location (row and column) of parameters (elements) in the diagonal of the R matrix that is estimated
location (row and column) of parameters (elements) in the upper triangle of the R matrix that is estimated
Kjetil Lysne Voje
In general, users will not be access these functions directly, but instead use the optimization functions, which use these functions to find the best-supported parameter values.