logLik.PF_clouds

<p>an object of class <code>PF_clouds</code>.</p>

object

<p>Computes the log likelihood using the forward filter clouds. See the <code>vignette("Particle_filtering", "dynamichazard")</code> for details.</p>

Contains functions that lets you fit dynamic hazard models using
state space models. The first implemented model is described in Fahrmeir
(1992) <doi:10.1080/01621459.1992.10475232> and Fahrmeir (1994)
<doi:10.1093/biomet/81.2.317>. Extensions hereof are available where the
Extended Kalman filter is replaced by an unscented Kalman filter and other
options including particle filters. The implemented particle filters support
more general state space models.

Benjamin Christoffersen

dynamichazard

Dynamic Hazard Models using State Space Models

Alan Miller

Anthony Williams

Boost developers 

R-core 

logLik.PF_clouds function

Log Likelihood of a PF_clouds Object — logLik.PF_clouds

Log Likelihood of a PF_clouds Object

logLik.PF_clouds: Log Likelihood of a PF_clouds Object

Description

Usage

Arguments

Value