bssm: logLik – R documentation

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logLik

Log-likelihood of a Gaussian State Space Model

Computes the log-likelihood of a linear-Gaussian state space model of bssm package.

## S3 method for class 'gaussian'
logLik(object, ...)

`object`	Model model.
`...`	Ignored.

model <- ssm_ulg(y = c(1,4,3), Z = 1, H = 1, T = 1, R = 1)
logLik(model)

Bayesian Inference of Non-Linear and Non-Gaussian State Space Models

v1.1.4

GPL (>= 2)

Authors

Jouni Helske [aut, cre] (<https://orcid.org/0000-0001-7130-793X>), Matti Vihola [aut] (<https://orcid.org/0000-0002-8041-7222>)

Initial release

2021-04-13