move.HMM.mllk.full: Compute negative log likelihood of HMM using all parameters

Description Usage Arguments Value

View source: R/move.HMM.mllk.full.R

Description

This function computes the negative log likelihood of the hidden Markov model. using all parameters, untransformed. It is used to get the covariance matrix of the fitted model.

Usage

1
2
  move.HMM.mllk.full(parvect, obs, PDFs, skeleton, nstates,
    useRcpp = FALSE)

Arguments

parvect

The vector of parameters to be estimated

obs

A n x ndist matrix of data. If ndist=1, obs must be a n x 1 matrix.

PDFs

A list of PDFs for the ndist distributions.

skeleton

A list with the original parameter structure used to reassemble parvect

nstates

Number of hidden states

useRcpp

Logical indicating whether or not to use Rcpp.

Value

The negative log likelihood of the hidden markov model.


benaug/move.HMM documentation built on Jan. 23, 2022, 4:29 a.m.