likelihood: Generic Function - likelihood

In changepoint: Methods for Changepoint Detection

Generic Function - likelihood

Description

Generic function to calculate the likelihood

Usage

likelihood(object)

Arguments

object

Depending on the class of object depends on the method used to calculate the likelihood (and if one exists)

Details

Generic Function to calculate the likelihood.

Value

Depends on the class of object, see individual methods

Author(s)

Rebecca Killick

See Also

likelihood-methods, cpt.mean,cpt.var,cpt.meanvar

Examples

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)

changepoint documentation built on Nov. 4, 2022, 1:07 a.m.