logLik.corStruct function

Extract corStruct Log-Likelihood

This method function extracts the component of a Gaussian log-likelihood associated with the correlation structure, which is equal to the negative of the logarithm of the determinant (or sum of the logarithms of the determinants) of the matrix (or matrices) represented by object.

## S3 method for class 'corStruct'
logLik(object, data, ...)

Arguments

• object: an object inheriting from class "corStruct", representing a correlation structure.
• data: this argument is included to make this method function compatible with other logLik methods and will be ignored.
• ...: some methods for this generic require additional arguments. None are used in this method.

Returns

the negative of the logarithm of the determinant (or sum of the logarithms of the determinants) of the correlation matrix (or matrices) represented by object.

Author(s)

José Pinheiro and Douglas Bates bates@stat.wisc.edu

See Also

logDet.corStruct, logLik.lme,

Examples

cs1 <- corAR1(0.2)
cs1 <- Initialize(cs1, data = Orthodont)
logLik(cs1)