R: Log Likelihood of Hidden Markov Model

logLik {HiddenMarkov} | R Documentation

## Log Likelihood of Hidden Markov Model

### Description

Provides methods for the generic function `logLik`.

### Usage

    ## S3 method for class 'dthmm'
    logLik(object, fortran=TRUE, ...)
    ## S3 method for class 'mmglm0'
    logLik(object, fortran=TRUE, ...)
    ## S3 method for class 'mmglm1'
    logLik(object, fortran=TRUE, ...)
    ## S3 method for class 'mmglmlong1'
    logLik(object, fortran=TRUE, ...)
    ## S3 method for class 'mmpp'
    logLik(object, fortran=TRUE, ...)

### Arguments

`object` | an object with class `"dthmm"`, `"mmglm0"`, `"mmglm1"`, `"mmglmlong1"` or `"mmpp"`.
`fortran` | logical, if `TRUE` (default) use the Fortran code, else use the R code.
`...` | other arguments.

### Details

The methods provided here will always recalculate the log-likelihood even if it is already contained within the `object`. This enables the user to change parameter or data values within the `object` and recalculate the log-likelihood for the revised configuration.

The code for the methods `"dthmm"`, `"mmglm0"`, `"mmglm1"`, `"mmglmlong1"` and `"mmpp"` can be viewed by typing `logLik.dthmm`, `logLik.mmglm0`, `logLik.mmglm1`, `logLik.mmglmlong1` or `logLik.mmpp`, respectively, on the R command line.

### Value

Returns the value of the log-likelihood.

### Examples

    Pi <- matrix(c(1/2, 1/2,   0,
                   1/3, 1/3, 1/3,
                     0, 1/2, 1/2),
                 byrow=TRUE, nrow=3)

    x <- dthmm(NULL, Pi, c(0,1,0), "norm",
               list(mean=c(1, 6, 3), sd=c(1, 0.5, 1)))

    x <- simulate(x, nsim=100)

    print(logLik(x))

[Package HiddenMarkov version 1.8-8 Index]