dot-likelihood: Information on the (log-)likelihood
In palatej/rjd3toolkit: Utility Functions Around 'JDemetra+ 3.0'

.likelihood

R Documentation

Information on the (log-)likelihood

Description

Function allowing to gather information on likelihood estimation

Usage

.likelihood(
  nobs,
  neffectiveobs = NA,
  nparams = 0,
  ll,
  adjustedll = NA,
  aic,
  aicc,
  bic,
  bicc,
  ssq
)

Arguments

`nobs`	Number of observations
`neffectiveobs`	Number of effective observations. NA if the same as nobs.
`nparams`	Number of hyper-parameters
`ll`	Log-likelihood
`adjustedll`	Adjusted log-likelihood when the series has been transformed
`aic`	AIC
`aicc`	AICC
`bic`	BIC
`bicc`	BIC corrected for the length
`ssq`	Sum of the squared residuals

Value

Returns a java object of class JD3_LIKELIHOOD.

Examples

# Values used below are taken from the following estimation
# m<- x13(rjd3toolkit::ABS$X0.2.09.10.M,"rsa3")
# m$result$preprocessing$estimation$likelihood
ll_estimation <- .likelihood(425,4,7,720.2,-2147.407,4308.14,4309.09,4333.96, 433.962, 0.0418)

palatej/rjd3toolkit documentation built on April 17, 2025, 10:47 p.m.