r_multivariate: Logarithmic Discrete Multivariate Likelihood estimation...

Description Usage Arguments Details Value

View source: R/r_multivariate.R

Description

Estimate the likelihood of a given segment using the discrete multivariate estimation, but code runs more slowly due to R implementation

Usage

1

Arguments

data

Matrix to estimate the multivariate of. Each row is considered to be an observation, and each column is considered to be a different variable.

na.omit

If true, omits NAs from the dataset.

Details

This log likelihood function is implemented in R in order to be used to benchmark against the multivariate() version implemented in C++ for performance.

Value

The estimate of the Discrete Maximum Likelihood for the dataframe provided.


segmentr documentation built on Aug. 29, 2019, 1:03 a.m.