FGN (version 2.0-12)

LLPLA: Concentrated Loglikelihood Function for parameter alpha in the PLA model

Description

The concentrated loglikelihood, that is, the loglikelihood function maximized over the innovation variance parameter, is computed.

Usage

LLPLA(alpha, z)

Arguments

alpha

decay parameter

z

time series

Value

the value of the loglikelihood

See Also

GetFitPLA

Examples

#compute loglikelihood for NileFlowCMS with 
#  H=0.9 and with alpha=2-2*H=0.2
data(NileFlowCMS)
z<-NileFlowCMS
z<-z-mean(z)
LLFGN(0.9, z)
LLPLA(0.2, z)