r_multivariate: Logarithmic Discrete Multivariate Likelihood estimation...
In thalesmello/segmentr: Segment Data Minimizing a Cost Function

Description Usage Arguments Details Value

Estimate the likelihood of a given segment using the discrete multivariate estimation, but code runs more slowly due to R implementation

1	r_multivariate(data, na.omit = TRUE)

`data`	Matrix to estimate the multivariate of. Each row is considered to be an observation, and each column is considered to be a different variable.
`na.omit`	If true, omits NAs from the dataset.

This log likelihood function is implemented in R in order to be used to benchmark against the multivariate() version implemented in C++ for performance.

The estimate of the Discrete Maximum Likelihood for the dataframe provided.

thalesmello/segmentr documentation built on March 4, 2020, 1 a.m.