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pomp (version 6.1)

logLik: Log likelihood

Description

Extract the estimated log likelihood (or related quantity) from a fitted model.

Usage

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, ...)

Value

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”.

Arguments

object

fitted model object

...

ignored

See Also

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(), time(), timezero(), traces()