Internal function: compute a negative log-likelihood (-2*log(likelihood))

Internal function: compute a negative log-likelihood (-2*log(likelihood))

computeLikelihood(data, Fk, M, s, Depsilon)

Arguments

data

An n by T data matrix (NA allowed) with \(z[t]\) as the t-th column.

Fk

An n by K matrix of basis function values with each column being a basis function taken values at loc.

M

A K by K symmetric matrix.

s

A scalar.

Depsilon

An n by n diagonal matrix.

Value

A numeric.