loglikelihood: Calculation of the loglikelihood needed in algo.hhh

Description Usage Arguments Value Author(s) See Also

Description

Calculates the loglikelihood according to the model specified in designRes.

Usage

1
loglikelihood(theta, designRes)

Arguments

theta

vector of parameters

θ = (α_1,…,α_m, \bold{λ}, \bold{φ}, \bold{β}, \bold{γ}_1, …, \bold{γ}_m, \bold{ψ}),

where \bold{λ}=(λ_1,…,λ_m), \bold{φ}=(φ_1,…,φ_m), \bold{β}=(β_1,…,β_m), \bold{γ_1}=(γ_11,…,γ_(1,2S_1)), \bold{γ_m}=(γ_m1,…,γ_(m,2S_m)), \bold{ψ}=(ψ_1,…,ψ_m).

If the model specifies less parameters, those components are omitted.

designRes

Result of a call to make.design

Value

Returns the loglikelihood

Author(s)

M. Paul, L. Held

See Also

algo.hhh


jimhester/surveillance documentation built on May 19, 2019, 10:33 a.m.