loglik {viking}

Log-likelihood

Description

loglik computes the log-likelihood of a state-space model of specified Q/sig^2, P1/sig^2, theta1.

Usage

loglik(X, y, Qstar, use, p1, train_theta1, train_Q, mode = "gaussian")

Arguments

X

explanatory variables

y

time series

Qstar

the ratio Q/sig^2

use

the availability variable

p1

coefficient for P1/sig^2 = p1 I

train_theta1

training set for estimation of theta1

train_Q

time steps on which the log-likelihood is computed

mode

(optional, default gaussian)

Value

a numeric value for the log-likelihood.