bssm (version 1.1.5)

logLik.ssm_sde: Log-likelihood of a State Space Model with SDE dynamics

Description

Computes the log-likelihood of a state space model of class ssm_sde package.

Usage

# S3 method for ssm_sde
logLik(
  object,
  particles,
  L,
  seed = sample(.Machine$integer.max, size = 1),
  ...
)

Arguments

object

Model model.

particles

Number of samples for particle filter.

L

Integer defining the discretization level defined as (2^L).

seed

Seed for the random number generator.

...

Ignored.