spatPomp (version 1.1.0)

bm_kalman_logLik: Exact log-likelihood for Brownian motion spatPomp generator

Description

Computes the exact likelihood for a model constructed using bm, using the Kalman filter. This model is useful for testing methods in a situation where an exact answer is available

Usage

bm_kalman_logLik(bm_object, params = coef(bm_object))

Value

A numeric value for the log-likelihood.

Arguments

bm_object

A spatPomp model built using bm.

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 <- bm()
bm_kalman_logLik(b)
}