llratio: Log likelihood ratio test on two fitted models

In depmix/depmixS4: Dependent Mixture Models - Hidden Markov Models of GLMs and Other Distributions in S4

Log likelihood ratio test on two fitted models

Description

Performs a log likelihood ratio test on two fitted depmix models.

Usage

	
	llratio(basemodel, constrainedmodel, ...)
	

Arguments

basemodel	Fitted model with a logLik method.
constrainedmodel	Fitted model with a logLik method.
...	Not currently used.

Details

See the fit help page for an example.

Value

llratio returns an object of class llratio which has slots:

value	: Minus twice the loglikelihood difference.
df	: The degrees of freedom, ie the difference in number of freely estimated paraemters between the models.

The print method shows the value, the degrees of freedom and the corresponding p-value under the chisquared distribution.

Author(s)

Ingmar Visser

depmix/depmixS4 documentation built on May 31, 2024, 8:09 a.m.