Log-likelihood Given Deep Parameters

See ll_FUN(). The template template is filled with the deep parameters in th. Subsequently, the S3 method ll() is called for the class provided in the template and the value of the scaled log-likelihood function is returned, see ll().

Usage

ll_theta(
  th,
  template,
  y,
  which = c("concentrated", "conditional", "kf", "kf2"),
  ...
)

Arguments

th

Vector of deep parameter

template

A model template, see model structures.

y

Data sample given as \((N,m)\) dimensional matrix, or a "time series" object (in the sense that as.matrix(y) should return an \((N,m)\)-dimensional numeric matrix). Missing values (NA, NaN and Inf) are not supported.

which

(character) which likelihood to compute.

...

Not used.

Value

Value of log-likelihood for a given deep/free parameter vector th and a model structure defined via template. Note that this function simply calls ll(fill_template(th, template), y, which, ...).

Examples

# Basic example
set.seed(123)
# Create a template
tmpl <- tmpl_stsp_ar(m = 1, p = 1)
# Generate random parameters and data
th <- rnorm(tmpl$n.par, sd = 0.1)
model <- fill_template(th, tmpl)
y <- sim(model, n.obs = 50)$y
# Compute log-likelihood
result <- ll_theta(th, tmpl, y)
result
#> [1] 2.442574