bm2_kalman_logLik {spatPomp} | R Documentation |
Exact log-likelihood for Brownian motion spatPomp generator with shared or unit-specific parameters
Description
Computes the exact likelihood for a model constructed using bm2
,
using the Kalman filter. This model is useful for testing methods
for models with unit-specific parameters, or method such as ibpf
which require a unit-specific extension of shared parameters.
Usage
bm2_kalman_logLik(bm2_object, params = coef(bm2_object))
Arguments
bm2_object |
A spatPomp model built using |
params |
A parameter vector at which to evaluate the log-likelihood. whereas observations occur every one time unit |
Value
A numeric value for the log-likelihood.
Author(s)
Edward L. Ionides
Examples
# Further examples are provided in the tests directory
## Not run:
b <- bm2()
bm2_kalman_logLik(b)
## End(Not run)
[Package spatPomp version 0.35.0 Index]