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pgam (version 0.4.5)

logLik.pgam: Loglik extraction

Description

Method for loglik value extraction.

Usage

## S3 method for class 'pgam':
logLik(object, ...)

Arguments

object
object of class pgam holding the fitted model
...
further arguments passed to method

Value

  • The maximum value achieved by the likelihood optimization process.

Details

See pgam.likelihood for more information on log-likelihood evaluation in Poisson-Gamma models.

References

Harvey, A. C., Fernandes, C. (1989) Time series models for count data or qualitative observations. Journal of Business and Economic Statistics, 7(4):407--417

Campos, E. L., De Leon, A. C. M. P., Fernandes, C. A. C. (2003) Modelo Poisson-Gama para Séries Temporais de Dados de Contagem - Teoria e Aplicações. 10a ESTE - Escola de Séries Temporais e Econometria

Junger, W. L. (2004) Modelo Poisson-Gama Semi-Paramérico: Uma Abordagem de Penalização por Rugosidade. MSc Thesis. Rio de Janeiro, PUC-Rio, Departamento de Engenharia Elétrica

See Also

pgam, pgam.fit, pgam.likelihood

Examples

Run this code
library(pgam)
data(aihrio)
attach(aihrio)
form <- ITRESP5~f(WEEK)+HOLIDAYS+rain+PM+g(tmpmax,7)+g(wet,3)
m <- pgam(form,aihrio,omega=.8,beta=.01,maxit=1e2,eps=1e-4,optim.method="BFGS")

logLik(m)

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