Generic function to calculate the likelihood
Depending on the class of
Generic Function to calculate the likelihood.
Depends on the class of
object, see individual methods
set.seed(1) x=c(rnorm(50,0,1),rnorm(50,0,10),rnorm(50,0,5),rnorm(50,0,1)) out=cpt.var(x,penalty="Manual",pen.value="2*log(n)",method="BinSeg",Q=5) likelihood(out) # returns the raw scaled negative likelihood (925.8085) and the scaled negative #likelihood + penalty (957.5984)
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