logLik.ddhazard: Log Likelihood of Mean Path of ddhazard Object

In dynamichazard: Dynamic Hazard Models using State Space Models

Log Likelihood of Mean Path of ddhazard Object

Description

Computes the log likelihood of (a potentially new) data set given the estimated:

E_{θ}(α_1 | y_{1:d}), E_{θ}(α_{2} | y_{1:d}), ..., E_{θ}(α_{d} | y_{1:d})

of the ddhazard object. Note that this is not the log likelihood of the observed data given the outcome.

Usage

## S3 method for class 'ddhazard'
logLik(object, data = NULL, id, ...)

Arguments

object	an object of class ddhazard.
data	new data to evaluate the likelihood for.
id	the individual identifiers as in ddhazard.
...	unused.

Value

Returns an ojbect of class logLik. See logLik.

Examples

library(dynamichazard)
fit <- ddhazard(
 Surv(time, status == 2) ~ log(bili), pbc, id = pbc$id, max_T = 3600,
 Q_0 = diag(1, 2), Q = diag(1e-4, 2), by = 50,
 control = ddhazard_control(method = "GMA"))
logLik(fit)

dynamichazard documentation built on Oct. 6, 2022, 1:08 a.m.