computeLoglikeFromPartition {shock} | R Documentation |
Compute the log-likelihood of the model
Description
This function computes the log-likelihood of a multivariate Gaussian model with a block-diagonal covariance matrix.
Usage
computeLoglikeFromPartition(labels, expdata)
Arguments
labels |
vector of block labels for each variable |
expdata |
matrix of data |
Details
This function computes the log-likelihood of a multivariate Gaussian model with a block-diagonal covariance matrix described in the labels vector.
Value
loglike |
loglikehood of the model |
df |
degree of freedom of the model |
labels |
labels provided as input |
Examples
## load data to test
data(dataTest)
## threshold of absS matrix
myLABELS <- thresholdAbsSPath(dataTest)$partitionList
## compute loglikelihood
logLikePath <- lapply(myLABELS, function(x) computeLoglikeFromPartition(x,dataTest))
[Package shock version 1.0 Index]