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logLik.ssm_sde

Log-likelihood of a State Space Model with SDE dynamics

Computes the log-likelihood of a state space model of class ssm_sde package.

## S3 method for class 'ssm_sde'
logLik(
  object,
  particles,
  L,
  seed = sample(.Machine$integer.max, size = 1),
  ...
)

`object`	Model model.
`particles`	Number of samples for particle filter.
`L`	Integer defining the discretization level defined as (2^L).
`seed`	Seed for the random number generator.
`...`	Ignored.

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