logLik.ssm_sde: Log-likelihood of a State Space Model with SDE dynamics

Description Usage Arguments

View source: R/loglik.R

Description

Computes the log-likelihood of the state space model of bssm package.

Usage

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## S3 method for class 'ssm_sde'
logLik(
  object,
  particles,
  L,
  seed = sample(.Machine$integer.max, size = 1),
  ...
)

Arguments

object

Model model.

particles

Number of samples for particle filter.

L

Integer defining the discretization level defined as (2^L).

seed

Seed for the random number generator.

...

Ignored.


bssm documentation built on Feb. 27, 2021, 1:07 a.m.