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 |
... |
Optional additional arguments, not used here. |
Details
S3 method for the GNARfit class. The function returns the value of
-TN/2 \log(2 \pi) - T/2 \log(| \Sigma |) - 1/2 trace(E \Sigma^{-1} E'),
where T
is the time length of the observations, N
is the number of nodes, \Sigma = E E' /T
is the estimated covariance matrix and E
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]