Learn R Programming

LMest (version 2.4.5)

lk_comp_latent_cont: Complete log-likelihood of the latent Markov model for continuous outcomes with covariates

Description

Function that computes complete log-likelihood of the latent Markov model for continuous outcomes with covariates in the distribution of the latent process (internal use).

Usage

lk_comp_latent_cont(Y, yv, Piv, PI, Mu, Si, k)

Arguments

Y

array of continuous response outcomes

yv

corresponding vector of frequencies

Piv

initial probability matrix

PI

transition probability matrices

Mu

matrix of conditional means of the response variables

Si

var-cov matrix common to all states

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.