likelihood: Generic Function - likelihood

Description Usage Arguments Details Value Author(s) See Also Examples

Description

Generic function to calculate the likelihood

Usage

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likelihood(object)

Arguments

object

Depending on the class of object depends on the method used to calculate the likelihood (and if one exists)

Details

Generic Function to calculate the likelihood.

Value

Depends on the class of object, see individual methods

Author(s)

Rebecca Killick

See Also

likelihood-methods, cpt.mean,cpt.var,cpt.meanvar

Examples

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set.seed(1)
x=c(rnorm(50,0,1),rnorm(50,0,10),rnorm(50,0,5),rnorm(50,0,1))
out=cpt.var(x,penalty="Manual",pen.value="2*log(n)",method="BinSeg",Q=5)
likelihood(out) # returns the raw scaled negative likelihood (925.8085) and the scaled negative
#likelihood + penalty (957.5984)

JRichards1995/Changepoint documentation built on May 18, 2019, 10:13 a.m.