gaussian.loglik: Log likelihood function for gaussian regression with a...

gaussian.loglikR Documentation

Log likelihood function for gaussian regression with a Jeffreys prior and BIC approximation of MLIK with both known and unknown variance of the responses

Description

Log likelihood function for gaussian regression with a Jeffreys prior and BIC approximation of MLIK with both known and unknown variance of the responses

Usage

gaussian.loglik(y, x, model, complex, mlpost_params)

Arguments

y

A vector containing the dependent variable

x

The matrix containing the precalculated features

model

The model to estimate as a logical vector

complex

A list of complexity measures for the features

mlpost_params

A list of parameters for the log likelihood, supplied by the user

Value

A list with the log marginal likelihood combined with the log prior (crit) and the posterior mode of the coefficients (coefs).

Examples

gaussian.loglik(rnorm(100), matrix(rnorm(100)), TRUE, list(oc = 1), NULL)



FBMS documentation built on Sept. 13, 2025, 1:09 a.m.