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))
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