loglik: Log likelihood

In kidusasfaw/pomp: Statistical Inference for Partially Observed Markov Processes

Description

Extract the estimated log likelihood (or related quantity) from a fitted model.

Usage

logLik(object, ...)

## S4 method for signature 'listie'
logLik(object, ...)

## S4 method for signature 'pfilterd_pomp'
logLik(object)

## S4 method for signature 'probed_pomp'
logLik(object)

## S4 method for signature 'kalmand_pomp'
logLik(object)

## S4 method for signature 'pmcmcd_pomp'
logLik(object)

## S4 method for signature 'bsmcd_pomp'
logLik(object)

## S4 method for signature 'objfun'
logLik(object)

## S4 method for signature 'spect_match_objfun'
logLik(object)

## S4 method for signature 'nlf_objfun'
logLik(object, ...)

Arguments

object	fitted model object
...	ignored

Value

numerical value of the log likelihood. Note that some methods compute not the log likelihood itself but instead a related quantity. To keep the code simple, the logLik function is nevertheless used to extract this quantity.

When object is of ‘probed_pomp’ class (i.e., the result of a probe computation), logLik retrieves the “synthetic likelihood” (see probe).

When object is of ‘bsmcd_pomp’ class (i.e., the result of a bsmc2 computation), logLik retrieves the “log evidence” (see bsmc2).

When object is an NLF objective function, i.e., the result of a call to nlf_objfun, logLik retrieves the “quasi log likelihood” (see nlf).

kidusasfaw/pomp documentation built on May 20, 2019, 2:59 p.m.