VLMC (version 1.4-4)

deviance.vlmc: Compute the Deviance of a Fitted VLMC Object

Description

Compute the Deviance, i.e., - 2 log[likelihood(*)] of a fitted VLMC object. The log-likelihood is also known as ``entropy''.

Usage

# S3 method for vlmc
deviance(object, ...)

Value

A number, the deviance, i.e., \(- 2 log.likelihood(*)\). where the log.likelihood is really what we currently have as entropy().

Arguments

object

typically the result of vlmc(..).

...

possibly further arguments (none at the moment).

Author

Martin Maechler

See Also

entropy, vlmc,residuals.vlmc

Examples

example(vlmc)
deviance(vlmc.pres)

devianceR <- function(object)
{
    dn <- dimnames(pr <- predict(object))
    -2 * sum(log(pr[cbind(2:nrow(pr), match(dn[[1]][-1], dn[[2]]))]))
}
all.equal(deviance(vlmc.pres), devianceR(vlmc.pres), tol = 1e-14)