changepoint (version 2.2.4)

likelihood: Generic Function - likelihood

Description

Generic function to calculate the likelihood

Usage

likelihood(object)

Value

Depends on the class of object, see individual methods

Arguments

object

Depending on the class of object depends on the method used to calculate the likelihood (and if one exists)

Author

Rebecca Killick

Details

Generic Function to calculate the likelihood.

See Also

likelihood-methods, cpt.mean,cpt.var,cpt.meanvar

Examples

set.seed(1)
x=c(rnorm(50,0,1),rnorm(50,0,10),rnorm(50,0,5),rnorm(50,0,1))
out=cpt.var(x,penalty="Manual",pen.value="2*log(n)",method="BinSeg",Q=5)
likelihood(out) # returns the raw scaled negative likelihood (925.8085) and the scaled negative
#likelihood + penalty (957.5984)