logLik.ipriorMod {iprior} | R Documentation |
Obtain the log-likelihood and deviance of an I-prior model
Description
This function calculates the log-likelihood value or deviance (twice the
negative log-likelihood) for I-prior models. It works for both
ipriorMod
and ipriorKernel
class objects.
Usage
## S3 method for class 'ipriorMod'
logLik(object, theta = NULL, ...)
## S3 method for class 'ipriorMod'
deviance(object, theta = NULL, ...)
## S3 method for class 'ipriorKernel'
logLik(object, theta = NULL, ...)
## S3 method for class 'ipriorKernel'
deviance(object, theta = NULL, ...)
Arguments
object |
An object of class |
theta |
(Optional) Evaluates the log-likelihood at |
... |
Not used. |
Details
For ipriorKernel
objects, the log-likelihood or deviance is calculated
at the default parameter values: scale parameters and error precision are
equal to one, while hyperparameters of the kernels (e.g. Hurst index,
lengthscale, etc.) are the default values (see here for
details) or ones that has been specified. For ipriorMod
objects, the
log-likelihood or deviance is calculated at the last obtained value from the
estimation method.
For both types of objects, it is possible to supply parameter values at which
to calculate the log-likelihood/deviance. This makes estimating an I-prior
model more flexible, by first loading the variables into an
ipriorKernel
object, and then using an optimiser such as
optim
. Parameters have been transformed so that they can
be optimised unconstrained.