logLik.pgam: Loglik extraction

In pgam: Poisson-Gamma Additive Models

Loglik extraction

Description

Method for loglik value extraction.

Usage

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

Arguments

object	object of class pgam holding the fitted model
...	further arguments passed to method

Details

See pgam.likelihood for more information on log-likelihood evaluation in Poisson-Gamma models.

Value

The maximum value achieved by the likelihood optimization process.

Author(s)

Washington Leite Junger [e-mail] and Antonio Ponce de Leon [e-mail]

References

Harvey, A. C., Fernandes, C. (1989) Time series models for count data or qualitative observations. Journal of Business and Economic Statistics, 7(4):407–417

Junger, W. L. (2004) Semiparametric Poisson-Gamma models: a roughness penalty approach. MSc Dissertation. Rio de Janeiro, PUC-Rio, Department of Electrical Engineering.

See Also

pgam, pgam.fit, pgam.likelihood

Examples

library(pgam)
data(aihrio)
attach(aihrio)
form <- ITRESP5~f(WEEK)+HOLIDAYS+rain+PM+g(tmpmax,7)+g(wet,3)
m <- pgam(form,aihrio,omega=.8,beta=.01,maxit=1e2,eps=1e-4,optim.method="BFGS")

logLik(m)

pgam documentation built on Aug. 20, 2022, 1:06 a.m.