calculate_likelihood {segmentr}

Calculate a dataset's likelihood using change points of segmentr object

Description

Given the change points in a segmentr object, this function splits a new dataset into segments and then calculates the total likelihood using the likelihood function of the segmentr object.

Usage

calculate_likelihood(results, newdata, likelihood)

Arguments

results

a segmentr object, which contains the definition of the change points to be applied

newdata

a dataset for which we wish to calculate the total likelihood

likelihood

a likelihood function to be used to calculate the likelihood of each segment

Details

This function splits a newdata dataset into segments according to the change points in the results segmentr object. It then uses the likelihood function of the segmentr object to calculate the total likelihood of the new object.