evoTS (version 1.0.3)

loglik.surface.URW: Calculate the log-likelihood surface for a part of parameter space

Description

Function to calculate the log-likelihood surface for a part of parameter space for a Unbiased Random Walk.

Usage

loglik.surface.URW(y, vstep.vec, pool = TRUE)

Value

the function returns the range of parameter values that are within two log-likelihood units from the best (maximum) parameter estimate and a log-likelihood surface.

Arguments

y

an univariate paleoTS object.

vstep.vec

vector containing the parameter values of the variance parameter to be evaluated

pool

indicating whether to pool variances across samples

Author

Kjetil Lysne Voje

Examples

## Generate a paleoTS objects
x <- paleoTS::sim.GRW(30)

## Fit a the model to the data by defining shift points.
x1<-paleoTS::opt.joint.URW(x)

## Create log-likelihood surface (the example may take > 5 seconds to run)
loglik.surface.URW(x, vstep.vec = seq(0,0.5,0.001))