loglik: Log likelihood

logLikR Documentation

Log likelihood

Description

Extract the estimated log likelihood (or related quantity) from a fitted model.

Usage

logLik(object, ...)

## S4 method for signature 'listie'
logLik(object, ...)

## S4 method for signature 'pfilterd_pomp'
logLik(object)

## S4 method for signature 'wpfilterd_pomp'
logLik(object)

## S4 method for signature 'probed_pomp'
logLik(object)

## S4 method for signature 'kalmand_pomp'
logLik(object)

## S4 method for signature 'pmcmcd_pomp'
logLik(object)

## S4 method for signature 'bsmcd_pomp'
logLik(object)

## S4 method for signature 'objfun'
logLik(object)

## S4 method for signature 'spect_match_objfun'
logLik(object)

## S4 method for signature 'nlf_objfun'
logLik(object, ...)

Arguments

object

fitted model object

...

ignored

Value

numerical value of the log likelihood. Note that some methods compute not the log likelihood itself but instead a related quantity. To keep the code simple, the logLik function is nevertheless used to extract this quantity.

When object is of ‘pfilterd_pomp’ class (i.e., the result of a wpfilter computation), logLik retrieves the estimated log likelihood.

When object is of ‘wpfilterd_pomp’ class (i.e., the result of a wpfilter computation), logLik retrieves the estimated log likelihood.

When object is of ‘probed_pomp’ class (i.e., the result of a probe computation), logLik retrieves the “synthetic likelihood”.

When object is of ‘kalmand_pomp’ class (i.e., the result of an eakf or enkf computation), logLik retrieves the estimated log likelihood.

When object is of ‘pmcmcd_pomp’ class (i.e., the result of a pmcmc computation), logLik retrieves the estimated log likelihood as of the last particle filter operation.

When object is of ‘bsmcd_pomp’ class (i.e., the result of a bsmc2 computation), logLik retrieves the “log evidence”.

When object is of ‘spect_match_objfun’ class (i.e., an objective function constructed by spect_objfun), logLik retrieves minus the spectrum mismatch.

When object is an NLF objective function, i.e., the result of a call to nlf_objfun, logLik retrieves the “quasi log likelihood”.

See Also

Other extraction methods: coef(), cond.logLik(), covmat(), eff.sample.size(), filter.mean(), filter.traj(), forecast(), obs(), pred.mean(), pred.var(), saved.states(), spy(), states(), summary(), timezero(), time(), traces()


pomp documentation built on July 7, 2022, 1:05 a.m.