logLikePointRcpp {countSTAR} | R Documentation |
Compute the pointwise log-likelihood for STAR
Description
Compute the pointwise log-likelihood for a STAR model. The code here assumes
that the transformed real-valued process (z_star) has conditionally independent
components with means mu
and standard deviations sigma
.
Usage
logLikePointRcpp(g_a_j, g_a_jp1, mu, sigma)
Arguments
g_a_j |
|
g_a_jp1 |
|
mu |
|
sigma |
|
Value
loglike m x 1
log-likelihood value
Note
This function uses Rcpp
for computational efficiency.
[Package countSTAR version 1.0.2 Index]