logLik.GNARfit {GNAR}R Documentation

Log-likelihood method for GNARfit objects

Description

Returns the log-likelihood for a GNARfit object.

Usage

## S3 method for class 'GNARfit'
logLik(object,...)

Arguments

object

A GNARfit object generated by a GNARfit call.

...

Optional additional arguments, not used here.

Details

S3 method for the GNARfit class. The function returns the value of

TN/2log(2π)T/2log(Σ)1/2trace(EΣ1E),-TN/2 \log(2 \pi) - T/2 \log(| \Sigma |) - 1/2 trace(E \Sigma^{-1} E'),

where TT is the time length of the observations, NN is the number of nodes, Σ=EE/T\Sigma = E E' /T is the estimated covariance matrix and EE is the matrix of residuals.

Value

A logLik object.

Examples

#calculate log-likelihood for fiveNode data
#global alphas
logLik(GNARfit())
#individual alphas
logLik(GNARfit(globalalpha=FALSE))

[Package GNAR version 1.1.3 Index]