Displaying 1 result from an estimated 1 matches for "startwert".
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startwerte
2007 Feb 17
1
Solve in maximum likelihood estimation
...ow=no.state)
v <- array(dim=c(no.obs,1,n))
vfast <- matrix(nrow=no.obs,ncol=1)
Y <- matrix(ncol=1,nrow=no.obs)
log.lik <- numeric(n)
Rprof()
kalman <- function(a)
{
#(a <- startwerte)
theta.kal <- a[1]
kappa.kal <- a[2]
sigma.kal <- a[3]
x.kal <- theta...