R/rsci_loglik.R

In EmilNejst/rscivem:

#' @title Calculate the logliklihood value some data given a model.
#'
#' @param model rsci_model, a model object with the model in question
#' @param regprobs list, a list with regimes probabilities
#' @param data rsci_data, the data to be fitted
#'
#' @export
#' @return the log-likelihood value

rsci_loglik <- function(model, regprobs, data_struct) {

  residuals <- calculate_regime_residuals(
    Phi = model$Phi,
    beta = model$beta,
    Z = data_struct$Z)

  lltp <- purrr::pmap(
    .l = list(.e = residuals, .o = model$Omega, .p = regprobs),
    .f = function(.e, .o, .p) {
      oe <- t(solve(.o, t(.e)))
      nd <- - .p * (.5*log(det(.o)) + 0.5*rowSums(.e * oe)) })

  lltp <- do.call(
    what = cbind,
    args = lltp)

  ll <- sum(rowSums(lltp))

}