Description Usage Arguments Details Value Author(s) See Also
Function implementing a simple standard log likelihood function for a model provided by a deterministic function. This function provides the density of a multivariate normal distribution centered at the results of the deterministic model.
This likelihood implementation serves as a template for implementing more specific likelihood functions. It is called by the function Logposterior
.
1 |
par |
parameters |
model |
model function |
L |
observation layout |
y |
data |
error.sd |
used for variance-covariance structure |
error.cor.inv |
used for variance-covariance structure |
... |
additional arguments passed to |
If there exists a component of the parameter vector labeled sd_rel
instead of the provided standard deviations, error.sd
, the standard deviations error.sd * par["sd_rel"]
are used. This makes it possible to estimate a common factor of a given variance-covariance structure.
Returns log likelihood.
Peter Reichert <peter.reichert@eawag.ch>
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.