logLik-methods: ~~ Methods for Function logLik ~~

In rkillick/changepoint.online: Online detection of changepoints

Description

~~ Methods for function logLik ~~

Methods

signature(object = "ocpt")

Returns the -2*log-likelihood of the data with the fitted changepoints, two values are returned, the raw twice negative log-likelihood and twice negative log-likelihood + penalty. Only valid for cpttype="mean","variance" or "mean and variance".

Examples

set.seed(1)
x=c(rnorm(50,0,1),rnorm(50,0,10),rnorm(50,0,5),rnorm(50,0,1))
  out=ocpt.var.initialise(x, penalty = "Manual", pen.value = 2)
logLik(out)

rkillick/changepoint.online documentation built on Sept. 26, 2020, 11:01 p.m.