logLik.dynrCook: Extract the log likelihood from a dynrCook Object

In dynr: Dynamic Models with Regime-Switching

Extract the log likelihood from a dynrCook Object

Description

Extract the log likelihood from a dynrCook Object

Usage

## S3 method for class 'dynrCook'
logLik(object, ...)

## S3 method for class 'dynrCook'
deviance(object, ...)

Arguments

object	The dynrCook object for which the log likelihood is desired
...	further named arguments, ignored for this method

Details

The 'df' attribute for this object is the number of freely estimated parameters. The 'nobs' attribute is the total number of rows of data, adding up the number of time points for each person.

The deviance method returns minus two times the log likelihood.

Value

In the case of logLik, an object of class logLik.

See Also

Other S3 methods coef.dynrCook

Examples

# Minimal model
require(dynr)

meas <- prep.measurement(
	values.load=matrix(c(1, 0), 1, 2),
	params.load=matrix(c('fixed', 'fixed'), 1, 2),
	state.names=c("Position","Velocity"),
	obs.names=c("y1"))

ecov <- prep.noise(
	values.latent=diag(c(0, 1), 2),
	params.latent=diag(c('fixed', 'dnoise'), 2),
	values.observed=diag(1.5, 1),
	params.observed=diag('mnoise', 1))

initial <- prep.initial(
	values.inistate=c(0, 1),
	params.inistate=c('inipos', 'fixed'),
	values.inicov=diag(1, 2),
	params.inicov=diag('fixed', 2))

dynamics <- prep.matrixDynamics(
	values.dyn=matrix(c(0, -0.1, 1, -0.2), 2, 2),
	params.dyn=matrix(c('fixed', 'spring', 'fixed', 'friction'), 2, 2),
	isContinuousTime=TRUE)

data(Oscillator)
data <- dynr.data(Oscillator, id="id", time="times", observed="y1")

model <- dynr.model(dynamics=dynamics, measurement=meas,
	noise=ecov, initial=initial, data=data)

## Not run: 
cook <- dynr.cook(model,
	verbose=FALSE, optimization_flag=FALSE, hessian_flag=FALSE)

# Now get the log likelihood!
logLik(cook)

## End(Not run)

dynr documentation built on May 29, 2024, 2:49 a.m.