logLik.PF_EM

Approximate Log-Likelihood from a Particle Filter

Computes the approximate log-likelihood using the forward filter clouds. See the vignette("Particle_filtering", "dynamichazard") for details.

Usage
# S3 method for PF_EM
logLik(object, ...)

# S3 method for PF_clouds logLik(object, df = NA_real_, nobs = NA_integer_, ...)

Arguments
object

an object of class PF_clouds or PF_EM.

...

unused.

df

degrees of freedom used in the model.

nobs

integer with number of individuals used to estimate the model.

Value

The approximate log-likelihood value given the observed data and set of parameter used when simulating the clouds. An attribute "P(y_t|y_{1:(t-1)})" has the \(P(y_t|y_{1:(t-1)})\) terms.

Aliases
  • logLik.PF_EM
  • logLik.PF_clouds
Documentation reproduced from package dynamichazard, version 0.6.5, License: GPL-2

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