Method mfh/loglikelihood


  LOGLIKELIHOOD: Compute log-likelihood for MFH objects
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  Compute the (unnormalized) log-likelihood for MFH objects.
  For the MFH objects, the log-likelihood function must be defined
  by the user. For example, for the definition <o - H x i>*S^-1<o - H x i>
  the function 'func' must cover the term <o - H x i>. The 'S' matrix 
  corresponds to the 'noise' plist key.
 
  EXAMPLE:  LLH = loglikelihood(func, pl);
 
  For more than one channel model, then input an array of MFH objects.
  NOTE: The 'S' matrix must be of the correct size Nout X Nout.
  For example, for the 2 input - 2 output case:
 
            mfh_fncs = [ch1_mfh_exp1 , ch1_mfh_exp2 ; ...
                        ch2_mfh_exp1 , ch2_mfh_exp2 ]
 
            LLH = loglikelihood(mfh_fncs, plist);
 
  For systems that require multiple channels and experiments, then:          
 
            LLH = loglikelihood([ch1_mfh ; ch2_mfh], plist);
 
  OUTPUTS:  logL - A collection of objects containing the LLH, SNR,
                   LLH(frequencies).
 
  NOTE:     If callerIsMethod is true, only the numerical values of the
            above items are returned.
 
  Example:  [LLH SNR LLH(f)] = loglikelihood(m, plist);
 
            Otherwise, if callerIsMethod == false
 
            collection = loglikelihood(myfunc, plist);
 
  Parameters Description
 
  M. Nofrarias, N. Karnesis 2012
 
 
Method Details
Access public
Defining Class mfh
Sealed 0
Static 0

Parameter Description

Default

no description
Key Default Value Options Description
loglikelihood
X [] none The parameter values. A 1xNumParams array.
NOISE [] none The inverse cross-spectrum matrix of the measured noise.
F [] none Numerical array of frequencies.
WRAP DOUBLE 0
  • 0
  • 1
Wraps the input model in a double() call to ensure the model output is numeric for internal calculations. If your model already returns a numeric vector, you can leave this set to false.

Example

plist('X', [[]], 'NOISE', [[]], 'F', [[]], 'WRAP DOUBLE', [false])

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Some information of the method mfh/loglikelihood are listed below:
Class name mfh
Method name loglikelihood
Category Signal Processing
Package name ltpda
VCS Version 967b0eec0dece803a81af8ef54ad2f8c784b20b2
Min input args 1
Max input args -1
Min output args 1
Max output args -1
Can be used as modifier 1
Supported numeric types {'double'}




©LTP Team