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RRPP (version 2.0.3)

logLik.lm.rrpp: Calculate the log-likelihood of a lm.rrpp fit

Description

logLik.lm.rrpp returns the log-likelihood of an lm.rrpp object. Ridge regularization will be performed for ill-conditioned or singular residual covariance matrices, but dimension reduction could be augmented via projection, using the arguments, tol and pc.no. See ordinate for details.

Usage

# S3 method for lm.rrpp
logLik(object, tol = NULL, pc.no = NULL, Z = TRUE, gls.null = FALSE, ...)

Arguments

object

Object from lm.rrpp

tol

A value indicating the magnitude below which components should be omitted, following projection. See ordinate for details.

pc.no

Optionally, a number specifying the maximal number of principal components, passed onto ordinate, as argument, rank.

Z

A logical value for whether to calculate Z scores based on RRPP.

gls.null

A logical value for if a fit has a GLS estimation, should the null model (intercept) also have a GLS estimation, for estimating Z. Should be FALSE if the log-likelihood is measured to compare different GLS estimations for a covariance matrices

...

further arguments passed to or from other methods

Author

Michael Collyer