Compute pointwise Log-Likelihoods from fitted mvgam objects

Usage

# S3 method for class 'mvgam'
logLik(object, linpreds, newdata, family_pars, include_forecast = TRUE, ...)

Arguments

object: list object of class mvgam or jsdgam
linpreds: Optional matrix of linear predictor draws to use for calculating pointwise log-likelihoods
newdata: Optional data.frame or list object specifying which series each column in linpreds belongs to. If linpreds is supplied, then newdata must also be supplied
family_pars: Optional list containing posterior draws of family-specific parameters (i.e. shape, scale or overdispersion parameters). Required if linpreds and newdata are supplied
include_forecast: Logical. If newdata were fed to the model to compute forecasts, should the log-likelihood draws for these observations also be returned. Defaults to TRUE
...: Ignored

Value

A matrix of dimension n_samples x n_observations containing the pointwise log-likelihood draws for all observations in newdata. If no newdata is supplied, log-likelihood draws are returned for all observations that were originally fed to the model (training observations and, if supplied to the original model via the newdata argument in mvgam, testing observations)

Examples

# \donttest{
# Simulate some data and fit a model
simdat <- sim_mvgam(n_series = 1, trend_model = 'AR1')
mod <- mvgam(y ~ s(season, bs = 'cc', k = 6),
             trend_model = AR(),
             data = simdat$data_train,
             chains = 2,
             silent = 2)
#> In file included from stan/lib/stan_math/stan/math/prim/prob/von_mises_lccdf.hpp:5,
#>                  from stan/lib/stan_math/stan/math/prim/prob/von_mises_ccdf_log.hpp:4,
#>                  from stan/lib/stan_math/stan/math/prim/prob.hpp:359,
#>                  from stan/lib/stan_math/stan/math/prim.hpp:16,
#>                  from stan/lib/stan_math/stan/math/rev.hpp:16,
#>                  from stan/lib/stan_math/stan/math.hpp:19,
#>                  from stan/src/stan/model/model_header.hpp:4,
#>                  from C:/Users/uqnclar2/AppData/Local/Temp/RtmpotLup8/model-9e8c3a1511b1.hpp:2:
#> stan/lib/stan_math/stan/math/prim/prob/von_mises_cdf.hpp: In function 'stan::return_type_t<T_x, T_sigma, T_l> stan::math::von_mises_cdf(const T_x&, const T_mu&, const T_k&)':
#> stan/lib/stan_math/stan/math/prim/prob/von_mises_cdf.hpp:194: note: '-Wmisleading-indentation' is disabled from this point onwards, since column-tracking was disabled due to the size of the code/headers
#>   194 |       if (cdf_n < 0.0)
#>       | 
#> stan/lib/stan_math/stan/math/prim/prob/von_mises_cdf.hpp:194: note: adding '-flarge-source-files' will allow for more column-tracking support, at the expense of compilation time and memory

# Extract logLikelihood values
lls <- logLik(mod)
str(lls)
#>  num [1:1000, 1:75] -0.263 -0.125 -0.205 -0.192 -0.318 ...
# }