LOGLCMAT log-Likelihood of cycle matrix. computes the log-Likelihood of an observed cycle matrix Fobs which has the expected cycle matrix F. The log-Likelihood is logL = C + D, C = log(N!)-sum(log(N_ij!)), D = sum(N_ij*log(g_ij)) logL = logLcmat(Fobs,F,def) Fobs = Observation of cycle matrix F = Expected cycle matrix def = 0: Don't compute constant part, logL=D, (default) 1: Compute constant part, logL=C+D

- f_smctp

Auxiliary function used by ESTSMCTP |

001 function logL = logLcmat(Fobs,F,def) 002 % LOGLCMAT log-Likelihood of cycle matrix. 003 % 004 % computes the log-Likelihood of an observed 005 % cycle matrix Fobs which has the expected cycle matrix F. 006 % 007 % The log-Likelihood is 008 % logL = C + D, 009 % C = log(N!)-sum(log(N_ij!)), D = sum(N_ij*log(g_ij)) 010 % 011 % logL = logLcmat(Fobs,F,def) 012 % 013 % Fobs = Observation of cycle matrix 014 % F = Expected cycle matrix 015 % def = 0: Don't compute constant part, logL=D, (default) 016 % 1: Compute constant part, logL=C+D 017 018 if nargin<3, def=0; end 019 020 F = flipud(F)'; % Convert to PJ-def 021 Fobs = flipud(Fobs)'; % Convert to PJ-def 022 023 n = length(F); 024 N = sum(sum(Fobs)); 025 026 F = F / sum(sum(F)); 027 028 FF = F(:); 029 FFobs = Fobs(:); 030 FI = find(FF>0 & FFobs>0); 031 FIobs = find(FFobs>0); 032 033 % Copmute constant part of log-Likelihood (part C) 034 035 if def == 1 036 logL = sum(log(1:N)); 037 for k = 1:length(FIobs) 038 logL = logL - sum(log( 1:FFobs(FIobs(k)) )); 039 end 040 else 041 logL = 0; 042 end 043 044 % Copmute log-Likelihood (part D) 045 046 logL = logL + sum(FFobs(FI).*log(FF(FI))); 047 048

Mathematical Statistics

Centre for Mathematical Sciences

Lund University with Lund Institute of Technology

Comments or corrections to the WAFO group

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