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loglik.norm

Observed-data loglikelihood for normal data


Description

Evaluates the observed-data loglikelihood function at a user-supplied value of the parameter. This function is useful for monitoring the progress of EM and data augmentation.

Usage

loglik.norm(s, theta)

Arguments

s

summary list of an incomplete normal data matrix created by the function prelim.norm.

theta

vector of normal parameters expressed on transformed scale in packed storage, such as one produced by the function em.norm.

Value

value of the observed-data loglikelihood

References

See Section 5.3.5 of Schafer (1996)

See Also

Examples

data(mdata)
s <- prelim.norm(mdata)   #do preliminary manipulations
thetahat <- em.norm(s)   #compute MLE
loglik.norm(s,thetahat)  #loglikelihood at the MLE

norm

Analysis of Multivariate Normal Datasets with Missing Values

v1.0-10.0
GPL (>= 2)
Authors
Ported to R by Alvaro A. Novo <alvaro@novo-online.net>. Original by Joseph L. Schafer <jls@stat.psu.edu>.
Initial release
2022-04-02

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