Extract the estimated log likelihood (or related quantity) from a fitted model.
logLik(object, ...)# S4 method for listie
logLik(object, ...)
# S4 method for pfilterd_pomp
logLik(object)
# S4 method for wpfilterd_pomp
logLik(object)
# S4 method for probed_pomp
logLik(object)
# S4 method for kalmand_pomp
logLik(object)
# S4 method for pmcmcd_pomp
logLik(object)
# S4 method for bsmcd_pomp
logLik(object)
# S4 method for objfun
logLik(object)
# S4 method for spect_match_objfun
logLik(object)
# S4 method for nlf_objfun
logLik(object, ...)
fitted model object
ignored
numerical value of the log likelihood.
Note that some methods compute not the log likelihood itself but instead a related quantity.
To keep the code simple, the logLik function is nevertheless used to extract this quantity.
When object is of ‘pfilterd_pomp’ class (i.e., the result of a wpfilter computation), logLik retrieves the estimated log likelihood.
When object is of ‘wpfilterd_pomp’ class (i.e., the result of a wpfilter computation), logLik retrieves the estimated log likelihood.
When object is of ‘probed_pomp’ class (i.e., the result of a probe computation), logLik retrieves the “synthetic likelihood”.
When object is of ‘kalmand_pomp’ class (i.e., the result of an eakf or enkf computation), logLik retrieves the estimated log likelihood.
When object is of ‘pmcmcd_pomp’ class (i.e., the result of a pmcmc computation), logLik retrieves the estimated log likelihood as of the last particle filter operation.
When object is of ‘bsmcd_pomp’ class (i.e., the result of a bsmc2 computation), logLik retrieves the “log evidence”.
When object is of ‘spect_match_objfun’ class (i.e., an objective function constructed by spect_objfun), logLik retrieves minus the spectrum mismatch.
When object is an NLF objective function, i.e., the result of a call to nlf_objfun,
logLik retrieves the “quasi log likelihood”.
Other extraction methods:
coef(),
cond.logLik(),
covmat(),
eff.sample.size(),
filter.mean(),
filter.traj(),
forecast(),
obs(),
pred.mean(),
pred.var(),
saved.states(),
spy(),
states(),
summary(),
timezero(),
time(),
traces()