Learn R Programming

maxLik (version 1.5-2.1)

logLik.maxLik: Return the log likelihood value

Description

Return the log likelihood value of objects of class maxLik and summary.maxLik.

Usage

# S3 method for maxLik
logLik( object, ... )
# S3 method for summary.maxLik
logLik( object, ... )

Value

A scalar numeric, log likelihood of the estimated model. It has attribute “df”, number of free parameters.

Arguments

object

object of class maxLik or summary.maxLik, usually a model estimated with Maximum Likelihood

...

additional arguments to methods

Author

Arne Henningsen, Ott Toomet

See Also

maxLik

Examples

Run this code
## ML estimation of exponential duration model:
t <- rexp(100, 2)
loglik <- function(theta) log(theta) - theta*t
gradlik <- function(theta) 1/theta - t
hesslik <- function(theta) -100/theta^2
## Estimate with analytic gradient and hessian
a <- maxLik(loglik, gradlik, hesslik, start=1)
## print log likelihood value
logLik( a )
## print log likelihood value of summary object
b <- summary( a )
logLik( b )

Run the code above in your browser using DataLab