Extract corStruct Log-Likelihood
This method function extracts the component of a Gaussian
log-likelihood associated with the correlation structure, which is
equal to the negative of the logarithm of the determinant (or sum of
the logarithms of the determinants) of the matrix (or matrices)
represented by object
.
## S3 method for class 'corStruct' logLik(object, data, ...)
object |
an object inheriting from class |
data |
this argument is included to make this method function
compatible with other |
... |
some methods for this generic require additional arguments. None are used in this method. |
the negative of the logarithm of the determinant (or sum of
the logarithms of the determinants) of the correlation matrix (or
matrices) represented by object
.
José Pinheiro and Douglas Bates bates@stat.wisc.edu
cs1 <- corAR1(0.2) cs1 <- Initialize(cs1, data = Orthodont) logLik(cs1)
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