getLogLik: Get the log-likelihood

In matthewquinn1/changepointSelect: Automated Selection of Changepoints using Empirical P-Values and Trimming

Get the log-likelihood

Description

Takes in a vector of observations and a vector of changepoints. It returns the log-likelihood assuming that each segment between two changepoints follows a normal distribution. Optionally, the means, standard deviations, and lengths of each segment can be provided. If not provided, they are calculated.

Usage

getLogLik(series, changepoints, means=NA, sds=NA, segLengths=NA)

Arguments

series	A vector of observations on which to run changepoint analysis. This vector must not contain any missing values.
changepoints	A vector indicating the indices at which there are changepoints. A changepoint is located immediately prior to a shift in the series.
means	A optional vector where each entry corresponds to the mean of a segment.
sds	A optional vector where each entry corresponds to the standard deviation of a segment.
segLengths	A optional vector where each entry corresponds to the length of a segment.

Value

Returns the log likelihood (a numeric value).

Author(s)

Matthew Quinn

matthewquinn1/changepointSelect documentation built on July 25, 2022, 7:12 p.m.