inmvnorm_hmm_mllk: Get negative log-likelihood from the working parameters

View source: R/indep_multivariate_normal_hmm_functions.R

inmvnorm_hmm_mllkR Documentation

Get negative log-likelihood from the working parameters

Description

Get negative log-likelihood from the working parameters

Usage

inmvnorm_hmm_mllk(parvect, x, m, k, stationary = TRUE, state = NULL)

Arguments

parvect

Vector of working parameters

x

Matrix of observations, rows represent each variable

m

Number of states

k

Number of variables

stationary

Boolean, whether the HMM is stationary or not

state

List of state values, if provided. 0 represents an unknown state value.

Value

Negative log-likelihood


longjess/hornsharkHMM documentation built on June 15, 2022, 11:32 p.m.