logLik.SDE: logLik function for SDE objects

In TheoMichelot/smoothSDE: Varying-coefficient stochastic differential equations

logLik function for SDE objects

Description

This function makes it possible to call generic R methods such as AIC and BIC on SDE objects. It is based on the number of degrees of freedom of the *conditional* AIC (rather than marginal AIC), i.e., including degrees of freedom from the smooth/random effect components of the model.

Usage

## S3 method for class 'SDE'
logLik(object, ...)

Arguments

object	SDE model object
...	For compatibility with S3 method

Value

Maximum log-likelihood value for the model, with attributes df (degrees of freedom) and nobs (number of observations)

TheoMichelot/smoothSDE documentation built on Jan. 26, 2024, 6:41 p.m.