Optimize Whittle Likelihood — optim_whittle • bskernel

Fits spline coefficients by minimizing the negative Whittle log-likelihood.

Usage

optim_whittle(omega, periodogram, B, c0 = NULL)

Arguments

omega: Vector of frequencies.
periodogram: Vector of periodogram values.
B: Design matrix (rows = frequencies, cols = basis functions).
c0: Optional starting values for the coefficients. Defaults to 0.1 for each basis.

Value

A list containing:

c: The estimated coefficient vector.
fitted: The fitted spectral density values at each frequency.
optim: The full output from optim.