R: ~~ Methods for Function logLik ~~

logLik-methods {changepoint} | R Documentation

## ~~ Methods for Function logLik ~~

### Description

~~ Methods for function `logLik` ~~

### Methods

`signature(object = "cpt")`

  Returns the -2*log-likelihood of the data with the fitted changepoints, two values are returned, the raw twice negative log-likelihood and twice negative log-likelihood + penalty. Only valid for cpttype="mean","variance" or "mean and variance".

### Examples

    set.seed(1)
    x=c(rnorm(50,0,1),rnorm(50,0,10),rnorm(50,0,5),rnorm(50,0,1))
    out=cpt.var(x,penalty="Manual",pen.value="2*log(n)",method="BinSeg",Q=5)
    logLik(out) # returns the raw scaled negative likelihood (925.8085) and the scaled negative
    #likelihood + penalty (957.5984)

[Package changepoint version 2.2.2 Index]