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likelihood

Generic Function - likelihood


Description

Generic function to calculate the likelihood

Usage

likelihood(object)

Arguments

object

Depending on the class of object depends on the method used to calculate the likelihood (and if one exists)

Details

Generic Function to calculate the likelihood.

Value

Depends on the class of object, see individual methods

Author(s)

Rebecca Killick

See Also

Examples

set.seed(1)
x=c(rnorm(50,0,1),rnorm(50,0,10),rnorm(50,0,5),rnorm(50,0,1))
out=cpt.var(x,penalty="Manual",pen.value="2*log(n)",method="BinSeg",Q=5)
likelihood(out) # returns the raw scaled negative likelihood (925.8085) and the scaled negative
#likelihood + penalty (957.5984)

changepoint

Methods for Changepoint Detection

v2.2.2
GPL
Authors
Rebecca Killick [aut, cre], Kaylea Haynes [aut], Idris Eckley [ths, aut], Paul Fearnhead [ctb, ths], Jamie Lee [ctr]
Initial release
2016-10-04

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