likelihood: Generic Function - likelihood
In JRichards1995/changepoint: Methods for Changepoint Detection

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

Generic function to calculate the likelihood

1	likelihood(object)

object

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

Generic Function to calculate the likelihood.

Depends on the class of object, see individual methods

Rebecca Killick

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

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)