likelihood | R Documentation |
Generic function to calculate the likelihood
likelihood(object)
object |
Depending on the class of |
Generic Function to calculate the likelihood.
Depends on the class of object
, see individual methods
Rebecca Killick
likelihood-methods
, cpt.mean
,cpt.var
,cpt.meanvar
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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