r_multivariate {segmentr}

Logarithmic Discrete Multivariate Likelihood estimation function implemented in R

Description

Estimate the likelihood of a given segment using the discrete multivariate estimation, but code runs more slowly due to R implementation

Usage

r_multivariate(data, na.omit = TRUE)

Arguments

data

Matrix to estimate the multivariate of. Each row is considered to be an observation, and each column is considered to be a different variable.

na.omit

If true, omits NAs from the dataset.

Details

This log likelihood function is implemented in R in order to be used to benchmark against the multivariate() version implemented in C++ for performance.

Value

The estimate of the Discrete Maximum Likelihood for the dataframe provided.