Estimate the likelihood of a given segment using the discrete multivariate estimation, implemented efficiently in C++
Matrix to estimate the multivariate of. Each row is considered to be an observation, and each column is considered to be a different variable.
A function that is applied to the
Calculates the discrete log likelihood multivariate estimation of a data
matrix using an algorithm implemented in C++ for performance. This is
intended to be used in conjunction with
segment(), as the log likelihood
function is executed multiple times, which makes it the bottleneck of the
computation. Because the multivariate is so commonly used, this efficient
implementation is provided.
the estimate of the Discrete Maximum Likelihood for the dataframe provided.
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