Extract Log-Likelihood of a Normal-Block Model
Source:R/NormalBlockVarBase-S3methods.R
logLik.NormalBlockVarBase.RdReturns the (variational) log-likelihood of a fitted normal-block model as a `"logLik"` object, compatible with [stats::AIC()] and [stats::BIC()].
Usage
# S3 method for class 'NormalBlockVarBase'
logLik(object, ...)Value
An object of class `"logLik"`. The numeric value is the log-likelihood or its variational lower bound (ELBO). Attributes `df` and `nobs` hold the number of parameters and observations.
Examples
ex_data <- generate_normal_block_var_data(n = 50, p = 20, d = 1, q = 3)
data <- NormalBlockData$new(ex_data$Y, ex_data$X)
model <- normal_block(data, blocks = 3, control = NB_control(verbose = FALSE))
logLik(model)
#> 'log Lik.' -504.2238 (df=48)