likl: likl - Likelihood computation for given network,...

Description Usage Arguments Value Author(s) References See Also

Description

Given a data matrix dat and a matrix of state vectors gammax get the parameter matrix theta and compute the Likelihood of the data p(D|gammax,theta) as sum of all normal densities of each data point with the corresponding parameter chosen from theta.

Usage

1
likl(dat,gammax,scale_lik=FALSE)

Arguments

dat

Data matrix as described in ddepn.

gammax

Matrix containing state vectors in the columns. Must have same dimensions as dat.

scale_lik

Boolean.Scale likelihood according to number of data points from which the overall likelihood is calculated.

Value

A list containing the likelihood matrix L and the parameter matrix theta.

L

Matrix with dimensions dim(dat) containing the normal densities for each data point given the state from gamma and the corresponding parameter from theta.

thetax

Parameter matrix containing the means and standard deviations for the nodes. A node corresponds to a row in the data matrix. Each row contains a number of time points, which are separated in active and passive states. For each state, one mean/sd parameter pair is found in theta.

Author(s)

Christian Bender

References

TODO

See Also

ddepn


ddepn documentation built on May 2, 2019, 4:42 p.m.