concentrated.likelihood {SSM}R Documentation

Compute the concentrated likelihood of a covariance matrix.

Description

Computes the concentrated likelihood of the covariance matrix of an SSM object, given a length parameter and the SSM Leave-One-Out errors.

Usage

concentrated.likelihood(r, ssm)

Arguments

r

A number. The length parameter of the correlation function.

ssm

An SSM object.

Value

A number. The concentrated likelihood.


[Package SSM version 1.0.1 Index]