cents (version 0.1-41)

fitcar1: Fit AR(1) model with censoring and missing values

Description

later

Usage

fitcar1(z, cL = -Inf, cU = Inf, verboseQ = FALSE)

Arguments

z

a time series vector including possible NA values

cL

lower censor point

cU

upper censor point

verboseQ

show iterations

Value

vector of length 3 with the estimates of mean, ar-parameter and the optimized log-likelihood

Details

later

References

later

See Also

fitar1

Examples

 z <- arima.sim(model=list(ar=0.8), n=100)
 z[50] <- NA
 fitcar1(z)