logLik {HiddenMarkov} | R Documentation |
Log Likelihood of Hidden Markov Model
Description
Provides methods for the generic function logLik
.
Usage
## S3 method for class 'dthmm'
logLik(object, fortran=TRUE, ...)
## S3 method for class 'mmglm0'
logLik(object, fortran=TRUE, ...)
## S3 method for class 'mmglm1'
logLik(object, fortran=TRUE, ...)
## S3 method for class 'mmglmlong1'
logLik(object, fortran=TRUE, ...)
## S3 method for class 'mmpp'
logLik(object, fortran=TRUE, ...)
Arguments
object |
an object with class |
fortran |
logical, if |
... |
other arguments. |
Details
The methods provided here will always recalculate the log-likelihood even if it is already contained within the object
. This enables the user to change parameter or data values within the object
and recalculate the log-likelihood for the revised configuration.
The code for the methods "dthmm"
, "mmglm0"
, "mmglm1"
,"mmglmlong1"
and "mmpp"
can be viewed by appending logLik.dthmm
, logLik.mmglm0
, logLik.mmglm1
, logLik.mmglmlong1
or logLik.mmpp
, respectively, to HiddenMarkov:::
, on the R command line; e.g. HiddenMarkov:::dthmm
. The three colons are needed because these method functions are not in the exported NAMESPACE.
Value
Returns the value of the log-likelihood.
Examples
Pi <- matrix(c(1/2, 1/2, 0,
1/3, 1/3, 1/3,
0, 1/2, 1/2),
byrow=TRUE, nrow=3)
x <- dthmm(NULL, Pi, c(0,1,0), "norm",
list(mean=c(1, 6, 3), sd=c(1, 0.5, 1)))
x <- simulate(x, nsim=100)
print(logLik(x))