obj_mle function

Title

Title

obj_mle(par, cor_fn, x, lag, par_fixed)

Arguments

  • par: Parameters of cor_fn.
  • cor_fn: Correlation function
  • x: An mcgf or mcgf_rs object
  • lag: Time lag.
  • par_fixed: Fixed parameters of cor_fn.

Returns

The objective of maximum likelihood: the additive inverse of log-likelihood.