View source: R/multivariate_normal_hmm_functions.R
mvnorm_hmm_mllk | R Documentation |
Get negative log-likelihood from the working parameters
mvnorm_hmm_mllk(parvect, x, m, k, stationary = TRUE)
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 |
Negative log-likelihood
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