mle_withline_wh.c

最大似然估计算法

#include "timeseries.h"

double MLE_withline_WH(double param, int n_data, double *residual) {
                                                                                                                          
int j;
                                                                                                                          
double b, out;
                                                                                                                          
b = 0.0;
for (j = 0; j < n_data; j++) b += residual[j]*residual[j];
                                                                                                                          
out = -0.5 * (double) n_data * 2.0 * log(param) - 0.5 * b / (param * param) -
        (double) n_data / 2.0 * log(2.0 * M_PI);
                                                                                                                          
return(out);
                                                                                                                          
}