Usage
## S3 method for class 'SSModel':
logLik(object, nsim = 0, antithetics = TRUE, theta,
check.model = FALSE, transform = c("ldl", "augment"), maxiter = 25,
seed, ...)Arguments
object
State space model of class SSModel.
nsim
Number of independent samples used in
estimating the log-likelihood of the non-Gaussian state
space model. Default is 0, which gives good starting
value for optimization. Only used for non-Gaussian
model.
antithetics
Logical. If TRUE, two antithetic
variables are used in simulations, one for location and
another for scale. Default is TRUE. Only used for
non-Gaussian model.
theta
Initial values for conditional mode theta.
Only used for non-Gaussian model.
check.model
Logical. If TRUE, function
is.SSModel is called before computing the
likelihood. Default is FALSE.
transform
How to transform the model in case of
non-diagonal covariance matrix $H$. Defaults to
'ldl'. See function transformSSM for
details. maxiter
The maximum number of iterations used in
linearisation. Default is 25. Only used for non-Gaussian
model.
seed
The value is used as a seed via set.seed
function. Only used for non-Gaussian model.