loglikelihood: Negative loglikelihood of a multivariate normal
In MalteLond/rfcd: Random Forest Change Point Detection
Description
Usage
Arguments
Value
Description
Negative loglikelihood of a multivariate normal
Usage
1
loglikelihood(x, mu, cov_mat_inv, cov_mat = solve(cov_mat_inv))
Arguments
x
A design matrix
mu
Mean of the multivariate Gaussian distribution
cov_mat_inv
precision matrix of the multivariate Gaussian distribution
cov_mat
Covariance matrix of the multivariate Gaussian distribution
Value
An array with the negative log-likelihoods of the observations in x given the Gaussian model
specified.
MalteLond/rfcd documentation built on June 19, 2019, 2:52 p.m.
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Description Usage Arguments Value
Description
Negative loglikelihood of a multivariate normal
Usage
1 | loglikelihood(x, mu, cov_mat_inv, cov_mat = solve(cov_mat_inv))
|
Arguments
x |
A design matrix |
mu |
Mean of the multivariate Gaussian distribution |
cov_mat_inv |
precision matrix of the multivariate Gaussian distribution |
cov_mat |
Covariance matrix of the multivariate Gaussian distribution |
Value
An array with the negative log-likelihoods of the observations in x given the Gaussian model
specified.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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