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LMest (version 2.4.5)

complk: Complete log-likelihood of the basic latent Markov model

Description

Function that computes complete log-likelihood of the basic latent Markov model (internal use).

Usage

complk(S, R, yv, piv, Pi, Psi, k)

Arguments

S

matrix of distinct response configurations (n x TT x r)

R

matrix of missing response configurations

yv

corresponding vector of frequencies

piv

vector of initial probabilities

Pi

transition probability matrix

Psi

conditional response probabilities

k

number of latent classes

Value

lk

log-likelihood

Phi

matrix of the conditional probabilities of the observed response configurations

L

matrix of the forward probabilities

pv

vector of marginal probabilities

References

Baum, L. E., Petrie, T., Soules, G., and Weiss, N. (1970). A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains. Annals of Mathematical Statistics, 41, 164-171.