logLik-methods: ~~ Methods for Function logLik ~~

In changepoint: Methods for Changepoint Detection

~~ Methods for Function logLik ~~

Description

~~ Methods for function logLik ~~

Methods

signature(object = "cpt")

Returns the -2*log-likelihood of the data with the fitted changepoints, two values are returned, the raw twice negative log-likelihood and twice negative log-likelihood + penalty. Only valid for cpttype="mean","variance" or "mean and variance".

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)
logLik(out) # returns the raw scaled negative likelihood (925.8085) and the scaled negative
#likelihood + penalty (957.5984)

changepoint documentation built on Nov. 4, 2024, 9:06 a.m.