Log Likelihood of Hidden Markov Model
Provides methods for the generic function logLik.
## S3 method for class 'dthmm' logLik(object, fortran=TRUE, ...) ## S3 method for class 'mmglm0' logLik(object, fortran=TRUE, ...) ## S3 method for class 'mmglm1' logLik(object, fortran=TRUE, ...) ## S3 method for class 'mmglmlong1' logLik(object, fortran=TRUE, ...) ## S3 method for class 'mmpp' logLik(object, fortran=TRUE, ...)
object |
an object with class |
fortran |
logical, if |
... |
other arguments. |
The methods provided here will always recalculate the log-likelihood even if it is already contained within the object. This enables the user to change parameter or data values within the object and recalculate the log-likelihood for the revised configuration.
The code for the methods "dthmm", "mmglm0", "mmglm1","mmglmlong1" and "mmpp" can be viewed by appending logLik.dthmm, logLik.mmglm0, logLik.mmglm1, logLik.mmglmlong1 or logLik.mmpp, respectively, to HiddenMarkov:::, on the R command line; e.g. HiddenMarkov:::dthmm. The three colons are needed because these method functions are not in the exported NAMESPACE.
Returns the value of the log-likelihood.
Pi <- matrix(c(1/2, 1/2, 0,
1/3, 1/3, 1/3,
0, 1/2, 1/2),
byrow=TRUE, nrow=3)
x <- dthmm(NULL, Pi, c(0,1,0), "norm",
list(mean=c(1, 6, 3), sd=c(1, 0.5, 1)))
x <- simulate(x, nsim=100)
print(logLik(x))Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.