https://github.com/cran/dse
Tip revision: 83dd780387085f7dae6366d8ad7562f0420a9d95 authored by Paul Gilbert on 17 November 2011, 00:00:00 UTC
version 2011.11-2
version 2011.11-2
Tip revision: 83dd780
l.Rd
\name{l}
\alias{l}
\alias{l.TSdata}
\alias{l.TSestModel}
\title{Evaluate a TSmodel}
\description{Evaluate a model with data.}
\usage{
l(obj1, obj2, ...)
\method{l}{TSdata}(obj1, obj2, ...)
\method{l}{TSestModel}(obj1, obj2, ...)
}
\arguments{
\item{obj1}{a TSmodel, TSdata, or TSestModel object.}
\item{obj2}{a TSmodel or TSdata object.}
\item{...}{arguments to be passed to other methods.}
}
\value{Usually a TSestModel object is returned. Most methods allow an
argument \code{result} which specifies that a certain part of the object is
returned. (This is passed in \dots to another method in most cases.)
The likelihood can be returned by specifying result="like", which is useful
for optimization routines.}
\details{
For state space models \code{l.SS} is called and for
ARMA models \code{l.ARMA} is called.
}
\seealso{
\code{\link{l.SS}},
\code{\link{l.ARMA}}
}
\examples{
data("eg1.DSE.data.diff", package="dse")
model <- toSS(TSmodel(estVARXls(eg1.DSE.data.diff)))
evaluated.model <- l(model, eg1.DSE.data.diff)
}
\concept{DSE}
\keyword{ts}