bssm (version 1.1.5)

logLik.gaussian: Log-likelihood of a Gaussian State Space Model

Description

Computes the log-likelihood of a linear-Gaussian state space model of bssm package.

Usage

# S3 method for gaussian
logLik(object, ...)

Arguments

object

Model model.

...

Ignored.

Examples

# NOT RUN {
model <- ssm_ulg(y = c(1,4,3), Z = 1, H = 1, T = 1, R = 1)
logLik(model)
# }