bm_kalman_logLik: Exact log-likelihood for Brownian motion spatPomp generator

In spatPomp: Inference for Spatiotemporal Partially Observed Markov Processes

Exact log-likelihood for Brownian motion spatPomp generator

Description

Computes the exact likelihood for a model constructed using bm, using the Kalman filter. This model is useful for testing methods in a situation where an exact answer is available

Usage

bm_kalman_logLik(bm_object, params = coef(bm_object))

Arguments

bm_object	A spatPomp model built using bm.
params	A parameter vector at which to evaluate the log-likelihood. whereas observations occur every one time unit

Value

A numeric value for the log-likelihood.

Author(s)

Edward L. Ionides

Examples

# Further examples are provided in the tests directory
## Not run: 
b <- bm()
bm_kalman_logLik(b)

## End(Not run)

spatPomp documentation built on Aug. 10, 2023, 1:10 a.m.