loglikelihood: Negative loglikelihood of a multivariate normal
In mlondschien/hdcd: High - Dimensional Change Point Detection
Description
Usage
Arguments
Value
Description
Negative loglikelihood of a multivariate normal
Usage
1
loglikelihood(x, mu, cov_mat_inv)
Arguments
x
A design matrix
mu
Mean of the multivariate Gaussian distribution
cov_mat_inv
precision matrix of the multivariate Gaussian distribution
Value
An array with the negative log-likelihoods of the observations in x given the Gaussian model
specified.
mlondschien/hdcd documentation built on Jan. 5, 2021, 11:26 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value
Description
Negative loglikelihood of a multivariate normal
Usage
1 | loglikelihood(x, mu, cov_mat_inv)
|
Arguments
x |
A design matrix |
mu |
Mean of the multivariate Gaussian distribution |
cov_mat_inv |
precision matrix of the multivariate Gaussian distribution |
Value
An array with the negative log-likelihoods of the observations in x given the Gaussian model
specified.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.