spatPomp (version 0.36.1)

bm2_kalman_logLik: Exact log-likelihood for Brownian motion spatPomp generator with shared or unit-specific parameters

Description

Computes the exact likelihood for a model constructed using bm2, using the Kalman filter. This model is useful for testing methods for models with unit-specific parameters, or method such as ibpf which require a unit-specific extension of shared parameters.

Usage

bm2_kalman_logLik(bm2_object, params = coef(bm2_object))

Value

A numeric value for the log-likelihood.

Arguments

bm2_object

A spatPomp model built using bm2.

params

A parameter vector at which to evaluate the log-likelihood. whereas observations occur every one time unit

Author

Edward L. Ionides

Examples

# Further examples are provided in the tests directory
if (FALSE) {
b <- bm2()
bm2_kalman_logLik(b)
}