R/Rgetloglik.R

In NHMM: Bayesian Non-Homogeneous Markov and Mixture Models for Multiple Time Series

################################################################
## Copyright 2014 Tracy Holsclaw.

## This file is part of NHMM.

## NHMM is free software: you can redistribute it and/or modify it under
## the terms of the GNU General Public License as published by the Free Software
## Foundation, either version 3 of the License, or any later version.

## NHMM is distributed in the hope that it will be useful, but WITHOUT ANY
## WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR
## A PARTICULAR PURPOSE.  See the GNU General Public License for more details.

## You should have received a copy of the GNU General Public License along with
## NHMM.  If not, see <http://www.gnu.org/licenses/>.
#############################################################


###### loglik
Rgetloglik=function(denzity,z)
{  T=dim(denzity)[2] 
   J=dim(denzity)[3]
   
   logs=matrix(0,T,J)
   for(t in 1:T)
   {  logs[t,]=denzity[z[t],t,]
   }
   
   loglik=sum(log(logs))
   #loglik=sum(log(denzity[cbind(z,1:T)]))
   loglik
}