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Returns log-likelihood for a multivariate Ornstein-Uhlenbeck model.

Usage

logL.joint.multi.OUOU(init.par, yy, A.matrix, R.matrix)

Arguments

init.par

initial (starting) parameters values

yy

a multivariate evoTS object

A.matrix

the pull matrix.

R.matrix

the drift matrix..

Value

The log-likelihood of the parameter estimates, given the data.

Details

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.

Author

Kjetil Lysne Voje