logLik {pomp} | R Documentation |
Log likelihood
Description
Extract the estimated log likelihood (or related quantity) from a fitted model.
Usage
logLik(object, ...)
## S4 method for signature 'listie'
logLik(object, ...)
## S4 method for signature 'pfilterd_pomp'
logLik(object)
## S4 method for signature 'wpfilterd_pomp'
logLik(object)
## S4 method for signature 'probed_pomp'
logLik(object)
## S4 method for signature 'kalmand_pomp'
logLik(object)
## S4 method for signature 'pmcmcd_pomp'
logLik(object)
## S4 method for signature 'bsmcd_pomp'
logLik(object)
## S4 method for signature 'objfun'
logLik(object)
## S4 method for signature 'spect_match_objfun'
logLik(object)
## S4 method for signature 'nlf_objfun'
logLik(object, ...)
Arguments
object |
fitted model object |
... |
ignored |
Value
numerical value of the log likelihood.
Note that some methods compute not the log likelihood itself but instead a related quantity.
To keep the code simple, the logLik
function is nevertheless used to extract this quantity.
When object
is of ‘pfilterd_pomp’ class (i.e., the result of a wpfilter
computation), logLik
retrieves the estimated log likelihood.
When object
is of ‘wpfilterd_pomp’ class (i.e., the result of a wpfilter
computation), logLik
retrieves the estimated log likelihood.
When object
is of ‘probed_pomp’ class (i.e., the result of a probe
computation), logLik
retrieves the “synthetic likelihood”.
When object
is of ‘kalmand_pomp’ class (i.e., the result of an eakf
or enkf
computation), logLik
retrieves the estimated log likelihood.
When object
is of ‘pmcmcd_pomp’ class (i.e., the result of a pmcmc
computation), logLik
retrieves the estimated log likelihood as of the last particle filter operation.
When object
is of ‘bsmcd_pomp’ class (i.e., the result of a bsmc2
computation), logLik
retrieves the “log evidence”.
When object
is of ‘spect_match_objfun’ class (i.e., an objective function constructed by spect_objfun
), logLik
retrieves minus the spectrum mismatch.
When object
is an NLF objective function, i.e., the result of a call to nlf_objfun
,
logLik
retrieves the “quasi log likelihood”.
See Also
Other extraction methods:
coef()
,
cond_logLik()
,
covmat()
,
eff_sample_size()
,
filter_mean()
,
filter_traj()
,
forecast()
,
obs()
,
pred_mean()
,
pred_var()
,
saved_states()
,
spy()
,
states()
,
summary()
,
time()
,
timezero()
,
traces()