logLik.GNARfit: Log-likelihood method for GNARfit objects

In nunesmatt/GNAR: Methods for Fitting Network Time Series Models

Description

Returns the log-likelihood for a GNARfit object.

Usage

## S3 method for class 'GNARfit'
logLik(object,...)

Arguments

object	A GNARfit object generated by a GNARfit call.
...	Optional additional arguments, not used here.

Details

S3 method for the GNARfit class. The function returns the value of

-TN/2 \log(2 π) - T/2 \log(| Σ |) - 1/2 trace(E Σ^{-1} E'),

where T is the time length of the observations, N is the number of nodes, Σ = E E' /T is the estimated covariance matrix and E is the matrix of residuals.

Value

A logLik object.

Examples

#calculate log-likelihood for fiveNode data
#global alphas
logLik(GNARfit())
#individual alphas
logLik(GNARfit(globalalpha=FALSE))

nunesmatt/GNAR documentation built on Oct. 29, 2019, 4:25 p.m.